-41.1%
NRG vs MAS
+38.6%
-79.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +21.7% | +1.2% | +20.6% | +21.4% |
| 30D | -8.1% | +21.6% | -29.7% | -13.2% |
| 3M | -18.3% | +14.1% | -32.5% | -21.6% |
| 6M | -28.0% | +22.6% | -50.6% | -33.5% |
| YTD | -37.5% | +35.4% | -73.0% | -44.2% |
| 1Y | -41.1% | +37.5% | -78.5% | -47.4% |
| All | -41.1% | +38.6% | -79.7% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling