+1,090.5%
NRG vs MAS
+140.6%
+949.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.8% | +4.6% | +5.7% |
| 7D | +7.1% | -0.8% | +7.9% | +7.5% |
| 30D | -1.4% | -5.6% | +4.1% | +0.9% |
| 3M | -10.5% | +4.4% | -14.9% | -13.0% |
| 6M | -26.7% | +7.2% | -33.9% | -29.9% |
| YTD | -24.5% | +16.1% | -40.6% | -30.7% |
| 1Y | -18.6% | +0.1% | -18.7% | -20.7% |
| 3Y | +227.1% | +28.3% | +198.8% | +179.1% |
| 5Y | +198.8% | +30.5% | +168.3% | +146.3% |
| All | +1,090.5% | +140.6% | +949.8% | +615.7% |
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