+17.7%
MS vs NRG
-41.3%
+59.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +5.1% | +10.0% | -4.9% | +3.6% |
| 30D | +5.7% | -3.2% | +8.9% | +5.9% |
| 3M | -12.2% | -18.5% | +6.3% | -9.7% |
| 6M | -0.5% | -25.3% | +24.8% | +2.5% |
| YTD | +9.8% | -38.1% | +47.9% | +15.3% |
| 1Y | +17.7% | -40.7% | +58.4% | +25.5% |
| All | +17.7% | -41.3% | +59.0% | +25.5% |
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