+38.6%
MA vs NRG
+208.6%
-170.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -3.5% | +3.9% | -7.4% | -3.7% |
| 30D | +0.8% | -3.0% | +3.7% | +0.8% |
| 3M | +14.8% | -10.9% | +25.7% | +15.0% |
| 6M | +10.0% | -25.3% | +35.3% | +11.1% |
| YTD | -0.1% | -26.8% | +26.7% | +0.8% |
| 1Y | -2.2% | -23.3% | +21.1% | -2.2% |
| All | +38.6% | +208.6% | -170.0% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling