+804.8%
NRG vs MAS
+215.9%
+588.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.5% | +11.2% | +10.2% |
| 7D | -7.6% | +2.4% | -10.0% | -9.0% |
| 30D | -18.3% | +19.8% | -38.1% | -24.9% |
| 3M | -25.5% | +9.8% | -35.3% | -29.0% |
| 6M | -40.9% | +15.8% | -56.7% | -45.4% |
| YTD | -43.7% | +31.8% | -75.6% | -51.4% |
| 1Y | -47.3% | +35.4% | -82.7% | -55.1% |
| 3Y | +103.2% | +59.2% | +44.0% | +57.3% |
| 5Y | +176.7% | +41.2% | +135.4% | +119.7% |
| All | +804.8% | +215.9% | +588.9% | +404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling