+67.6%
MA vs NRG
+183.6%
-116.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +0.7% | -6.8% | +7.5% | +1.3% |
| 3M | +15.8% | -7.1% | +22.9% | +15.8% |
| 6M | +10.2% | -27.6% | +37.8% | +13.1% |
| YTD | -0.5% | -29.2% | +28.7% | +2.0% |
| 1Y | -1.8% | -29.9% | +28.1% | +0.3% |
| 3Y | +38.7% | +198.7% | -159.9% | -5.1% |
| 5Y | +67.6% | +192.9% | -125.3% | +13.7% |
| All | +67.6% | +183.6% | -116.0% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling