-2.7%
MA vs NRG
-28.9%
+26.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.8% |
| 7D | -1.7% | -4.7% | +2.9% | -2.1% |
| 30D | +1.7% | -6.0% | +7.7% | +1.3% |
| 3M | +17.2% | -8.0% | +25.1% | +16.7% |
| 6M | +13.3% | -23.2% | +36.5% | +11.5% |
| YTD | +0.2% | -28.1% | +28.2% | -1.5% |
| 1Y | -2.7% | -27.3% | +24.5% | -4.8% |
| All | -2.7% | -28.9% | +26.1% | -4.8% |
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