+856.5%
NRG vs MAS
+213.7%
+642.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.9% | +11.5% | +10.4% |
| 7D | -7.6% | +2.0% | -9.6% | -8.9% |
| 30D | -18.3% | +19.4% | -37.7% | -24.8% |
| 3M | -25.5% | +9.4% | -34.9% | -28.9% |
| 6M | -40.9% | +15.3% | -56.2% | -45.3% |
| YTD | -43.7% | +31.3% | -75.0% | -51.3% |
| 1Y | -47.3% | +34.9% | -82.2% | -55.0% |
| 3Y | +103.2% | +58.6% | +44.6% | +57.4% |
| 5Y | +176.7% | +40.7% | +136.0% | +119.9% |
| All | +856.5% | +213.7% | +642.8% | +425.3% |
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