+1,119.4%
NBIS vs MTSI
+143.2%
+976.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.6% | +6.0% |
| 7D | +22.2% | +4.9% | +17.3% | +17.8% |
| 30D | +29.7% | -11.6% | +41.3% | +44.3% |
| 3M | +11.9% | -24.1% | +35.9% | +38.7% |
| 6M | +173.0% | +32.4% | +140.6% | +104.6% |
| YTD | +191.4% | +60.4% | +130.9% | +80.5% |
| 1Y | +280.7% | +111.0% | +169.7% | +78.7% |
| All | +1,119.4% | +143.2% | +976.2% | +531.1% |
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