+547.5%
NBIS vs MTSI
+86.7%
+460.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.8% | -3.3% | -1.1% |
| 7D | -16.0% | -10.0% | -6.0% | -8.7% |
| 30D | -45.4% | -37.2% | -8.2% | -21.3% |
| 3M | -31.8% | -30.1% | -1.7% | -10.2% |
| 6M | -33.6% | -31.9% | -1.7% | -15.1% |
| YTD | +54.7% | +23.2% | +31.5% | +16.3% |
| 1Y | +18.3% | +26.4% | -8.1% | -12.7% |
| All | +547.5% | +86.7% | +460.7% | +306.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling