+563.6%
MS vs NRG
+1,298.5%
-734.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | +3.7% | +21.7% | -18.0% | -5.5% |
| 30D | +2.0% | -8.1% | +10.0% | +4.4% |
| 3M | -12.6% | -18.3% | +5.8% | -6.4% |
| 6M | -0.3% | -28.0% | +27.7% | +10.5% |
| YTD | +9.0% | -37.5% | +46.5% | +26.0% |
| 1Y | +13.9% | -41.1% | +54.9% | +34.8% |
| 3Y | +173.6% | +126.6% | +47.0% | +52.4% |
| 5Y | +122.0% | +212.3% | -90.3% | +1.0% |
| 10Y | +551.2% | +992.0% | -440.7% | +29.6% |
| All | +563.6% | +1,298.5% | -734.9% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling