+1,065.2%
NRG vs MOH
+264.4%
+800.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -4.7% | +1.7% | -6.4% | -4.9% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -8.0% | +5.7% | -13.7% | -9.0% |
| 6M | -23.2% | +39.1% | -62.3% | -27.4% |
| YTD | -28.1% | +17.7% | -45.7% | -31.2% |
| 1Y | -27.3% | +8.4% | -35.6% | -30.0% |
| 3Y | +208.7% | -36.6% | +245.2% | +212.4% |
| 5Y | +197.7% | -19.1% | +216.7% | +180.0% |
| All | +1,065.2% | +264.4% | +800.8% | +746.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling