+212.3%
NRG vs MAS
+43.0%
+169.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +21.7% | +1.2% | +20.6% | +21.2% |
| 30D | -8.1% | +21.6% | -29.7% | -15.6% |
| 3M | -18.3% | +14.1% | -32.5% | -23.0% |
| 6M | -28.0% | +22.6% | -50.6% | -34.8% |
| YTD | -37.5% | +35.4% | -73.0% | -46.4% |
| 1Y | -41.1% | +37.5% | -78.5% | -49.9% |
| 3Y | +126.6% | +58.3% | +68.3% | +75.2% |
| 5Y | +212.3% | +39.1% | +173.2% | +149.3% |
| All | +212.3% | +43.0% | +169.2% | +149.3% |
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 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