+1,567.2%
NRG vs MAS
+391.0%
+1,176.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.8% | +4.6% | +5.8% |
| 7D | +7.1% | -0.8% | +7.9% | +7.4% |
| 30D | -1.4% | -5.6% | +4.1% | +0.5% |
| 3M | -10.5% | +4.4% | -14.9% | -12.4% |
| 6M | -26.7% | +7.2% | -33.9% | -29.2% |
| YTD | -24.5% | +16.1% | -40.6% | -29.3% |
| 1Y | -18.6% | +0.1% | -18.7% | -20.1% |
| 3Y | +227.1% | +28.3% | +198.8% | +191.2% |
| 5Y | +198.8% | +30.5% | +168.3% | +160.1% |
| 10Y | +1,122.3% | +139.1% | +983.1% | +749.2% |
| All | +1,567.2% | +391.0% | +1,176.2% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling