+231.3%
NRG vs MAS
+29.0%
+202.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.8% | +4.6% | +5.7% |
| 7D | +7.1% | -0.8% | +7.9% | +7.4% |
| 30D | -1.4% | -5.6% | +4.1% | +0.7% |
| 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% | -30.5% |
| 1Y | -18.6% | +0.1% | -18.7% | -20.5% |
| All | +231.3% | +29.0% | +202.2% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling