+181.7%
NRG vs MAS
+39.2%
+142.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.9% | +11.5% | +10.3% |
| 7D | -7.6% | +2.0% | -9.6% | -8.8% |
| 30D | -18.3% | +19.4% | -37.7% | -24.5% |
| 3M | -25.5% | +9.4% | -34.9% | -28.7% |
| 6M | -40.9% | +15.3% | -56.2% | -45.2% |
| YTD | -43.7% | +31.3% | -75.0% | -51.2% |
| 1Y | -47.3% | +34.9% | -82.2% | -54.9% |
| 3Y | +103.2% | +58.6% | +44.6% | +56.8% |
| All | +181.7% | +39.2% | +142.6% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling