+1,101.8%
NBIS vs MSTZ
-97.1%
+1,198.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -0.3% |
| 7D | +17.8% | -23.6% | +41.3% | +13.1% |
| 30D | +30.5% | -60.7% | +91.3% | +10.8% |
| 3M | +9.2% | -58.3% | +67.4% | -0.8% |
| 6M | +153.2% | -60.0% | +213.2% | +141.6% |
| YTD | +187.1% | -75.2% | +262.4% | +179.0% |
| 1Y | +151.1% | -19.9% | +171.0% | +236.5% |
| All | +1,101.8% | -97.1% | +1,198.8% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling