+568.6%
MS vs NRG
+1,290.6%
-722.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -1.7% | +17.1% | -18.8% | -8.8% |
| 30D | +0.9% | -7.9% | +8.8% | +3.3% |
| 3M | -10.8% | -18.2% | +7.4% | -4.7% |
| 6M | +0.9% | -28.4% | +29.3% | +12.1% |
| YTD | +9.8% | -37.9% | +47.7% | +27.3% |
| 1Y | +17.1% | -39.2% | +56.3% | +36.6% |
| 3Y | +175.7% | +125.3% | +50.4% | +53.9% |
| 5Y | +125.9% | +215.7% | -89.9% | +2.2% |
| 10Y | +556.2% | +985.8% | -429.7% | +30.9% |
| All | +568.6% | +1,290.6% | -722.0% | +32.0% |
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 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