-49.7%
NRG vs MKSI
+40.1%
-89.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -5.0% | -8.5% | -11.6% |
| 7D | -13.7% | -10.7% | -3.1% | -9.8% |
| 30D | -13.6% | -30.5% | +16.9% | -1.0% |
| 3M | -28.5% | -39.2% | +10.6% | -14.5% |
| 6M | -45.8% | -33.0% | -12.8% | -41.0% |
| YTD | -46.9% | +22.3% | -69.3% | -56.1% |
| 1Y | -49.7% | +42.7% | -92.4% | -59.6% |
| All | -49.7% | +40.1% | -89.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling