-2.2%
MA vs NRG
-18.6%
+16.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -0.6% |
| 7D | -2.7% | +7.1% | -9.8% | -2.1% |
| 30D | +1.5% | -1.4% | +2.9% | +1.5% |
| 3M | +20.4% | -10.5% | +30.9% | +19.5% |
| 6M | +11.1% | -26.7% | +37.9% | +8.8% |
| YTD | +2.0% | -24.5% | +26.5% | +0.5% |
| 1Y | -2.2% | -18.6% | +16.4% | -3.2% |
| All | -2.2% | -18.6% | +16.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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