+1,489.3%
NRG vs MKSI
+1,074.4%
+414.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -4.7% | +2.7% | -7.4% | -5.5% |
| 30D | -6.0% | -12.8% | +6.8% | -2.1% |
| 3M | -8.0% | -22.5% | +14.6% | -2.2% |
| 6M | -23.2% | +19.4% | -42.5% | -28.9% |
| YTD | -28.1% | +67.7% | -95.8% | -40.1% |
| 1Y | -27.3% | +131.4% | -158.7% | -45.5% |
| 3Y | +208.7% | +197.3% | +11.3% | +105.7% |
| 5Y | +197.7% | +87.0% | +110.7% | +115.3% |
| 10Y | +1,103.3% | +522.1% | +581.2% | +447.6% |
| All | +1,489.3% | +1,074.4% | +414.9% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling