+28.0%
NBIS vs MTSI
+59.5%
-31.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.0% |
| 7D | -22.4% | -10.7% | -11.7% | -15.5% |
| 30D | -39.1% | -29.0% | -10.2% | -22.5% |
| 3M | -37.3% | -14.7% | -22.6% | -31.2% |
| 6M | -19.8% | -20.1% | +0.3% | -9.6% |
| YTD | +69.1% | +36.1% | +33.0% | +33.7% |
| 1Y | +28.0% | +61.7% | -33.7% | -3.9% |
| All | +28.0% | +59.5% | -31.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling