+143.2%
MS vs NRG
+190.8%
-47.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.5% |
| 7D | +1.7% | +3.9% | -2.2% | +0.6% |
| 30D | 0.0% | -3.0% | +3.0% | +0.5% |
| 3M | +3.0% | -10.9% | +13.9% | +4.8% |
| 6M | +35.7% | -25.3% | +61.0% | +43.7% |
| YTD | +23.3% | -26.8% | +50.1% | +30.8% |
| 1Y | +44.7% | -23.3% | +68.0% | +50.2% |
| 3Y | +178.0% | +208.6% | -30.6% | +71.1% |
| 5Y | +143.2% | +194.1% | -51.0% | +53.5% |
| All | +143.2% | +190.8% | -47.6% | +53.5% |
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 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