+179.1%
MS vs NRG
+229.1%
-50.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.5% | +9.3% | -6.8% | +0.3% |
| 30D | 0.0% | +1.3% | -1.3% | -0.6% |
| 3M | +2.4% | -6.0% | +8.4% | +2.7% |
| 6M | +36.4% | -22.0% | +58.4% | +42.0% |
| YTD | +23.8% | -24.1% | +47.9% | +29.3% |
| 1Y | +48.6% | -18.0% | +66.7% | +51.1% |
| 3Y | +179.1% | +220.0% | -40.9% | +88.1% |
| All | +179.1% | +229.1% | -50.0% | +88.1% |
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