-27.3%
NRG vs MOH
+4.9%
-32.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.6% |
| 7D | -4.7% | +1.7% | -6.4% | -4.7% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -8.0% | +5.7% | -13.7% | -8.0% |
| 6M | -23.2% | +39.1% | -62.3% | -23.1% |
| YTD | -28.1% | +17.7% | -45.7% | -29.3% |
| 1Y | -27.3% | +8.4% | -35.6% | -29.4% |
| All | -27.3% | +4.9% | -32.2% | -29.4% |
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