+607.2%
NBIS vs MTSI
+103.5%
+503.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.0% | +0.2% | +2.0% |
| 7D | 0.0% | +3.5% | -3.5% | -2.9% |
| 30D | -36.0% | -30.3% | -5.7% | -15.2% |
| 3M | -24.7% | -26.0% | +1.3% | -5.2% |
| 6M | -20.1% | -36.1% | +16.0% | +9.7% |
| YTD | +69.0% | +34.3% | +34.7% | +18.5% |
| 1Y | +27.1% | +35.3% | -8.2% | -11.0% |
| All | +607.2% | +103.5% | +503.7% | +314.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling