+773.9%
MS vs NRG
+1,065.0%
-291.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -1.1% | -6.8% | +5.7% | +0.6% |
| 3M | +3.5% | -7.1% | +10.6% | +4.2% |
| 6M | +33.7% | -27.6% | +61.3% | +43.8% |
| YTD | +21.8% | -29.2% | +51.0% | +31.2% |
| 1Y | +41.1% | -29.9% | +71.0% | +51.5% |
| 3Y | +174.5% | +198.7% | -24.1% | +72.2% |
| 5Y | +140.7% | +192.9% | -52.2% | +48.6% |
| All | +773.9% | +1,065.0% | -291.1% | +318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling