-52.8%
NRG vs MOH
+43.5%
-96.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -3.4% |
| 7D | -17.0% | +8.9% | -25.9% | -16.8% |
| 30D | -21.9% | +11.0% | -32.9% | -21.8% |
| 3M | -32.9% | +11.0% | -44.0% | -32.8% |
| 6M | -48.4% | +12.7% | -61.1% | -48.3% |
| YTD | -48.7% | +24.8% | -73.5% | -51.1% |
| 1Y | -52.8% | +44.7% | -97.5% | -57.5% |
| All | -52.8% | +43.5% | -96.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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