+1,040.6%
NBIS vs MSTZ
-96.9%
+1,137.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.6% | -11.7% | -3.7% |
| 7D | +8.3% | +24.8% | -16.5% | +13.4% |
| 30D | +18.1% | -59.2% | +77.3% | +1.0% |
| 3M | +7.8% | -56.9% | +64.6% | -1.5% |
| 6M | +136.6% | -57.6% | +194.1% | +128.8% |
| YTD | +172.5% | -73.6% | +246.1% | +168.6% |
| 1Y | +144.3% | -15.6% | +159.8% | +231.2% |
| All | +1,040.6% | -96.9% | +1,137.4% | +992.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling