+659.1%
MS vs NRG
+1,589.2%
-930.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -2.6% |
| 7D | +1.4% | +7.1% | -5.7% | -1.8% |
| 30D | -0.3% | -1.4% | +1.2% | -0.2% |
| 3M | +0.3% | -10.5% | +10.8% | +2.9% |
| 6M | +31.3% | -26.7% | +58.1% | +45.3% |
| YTD | +24.7% | -24.5% | +49.2% | +34.8% |
| 1Y | +47.9% | -18.6% | +66.5% | +52.5% |
| 3Y | +178.3% | +227.1% | -48.8% | +32.2% |
| 5Y | +144.9% | +198.8% | -53.9% | +16.8% |
| 10Y | +804.5% | +1,122.3% | -317.7% | +72.5% |
| All | +659.1% | +1,589.2% | -930.1% | +39.8% |
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