+202.5%
NRG vs MAS
+32.0%
+170.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -10.5% | +4.4% | -14.9% | -12.9% |
| 6M | -26.7% | +7.2% | -33.9% | -29.8% |
| YTD | -24.5% | +16.1% | -40.6% | -30.5% |
| 1Y | -18.6% | +0.1% | -18.7% | -20.6% |
| 3Y | +227.1% | +28.3% | +198.8% | +179.2% |
| All | +202.5% | +32.0% | +170.5% | +147.9% |
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