+1,022.8%
NBIS vs MSTZ
-97.0%
+1,119.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -2.3% |
| 7D | -0.8% | +17.0% | -17.9% | +2.5% |
| 30D | -13.4% | -61.8% | +48.4% | -26.8% |
| 3M | +1.0% | -54.6% | +55.6% | -6.6% |
| 6M | +100.5% | -59.3% | +159.8% | +92.3% |
| YTD | +168.3% | -74.6% | +242.8% | +162.3% |
| 1Y | +151.8% | -18.8% | +170.6% | +238.6% |
| All | +1,022.8% | -97.0% | +1,119.7% | +966.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling