+1,031.9%
NBIS vs MTSI
+138.0%
+893.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.0% | +4.7% |
| 7D | +8.2% | +1.4% | +6.8% | +7.1% |
| 30D | +3.4% | +2.1% | +1.3% | -1.0% |
| 3M | -12.8% | -29.7% | +16.9% | +14.8% |
| 6M | +131.5% | +12.5% | +119.0% | +98.2% |
| YTD | +170.5% | +57.0% | +113.4% | +70.4% |
| 1Y | +248.8% | +103.9% | +144.9% | +68.5% |
| All | +1,031.9% | +138.0% | +893.9% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling