-18.6%
NRG vs MOS
-17.5%
-1.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.2% |
| 7D | +7.1% | +9.5% | -2.4% | +5.5% |
| 30D | -1.4% | +10.4% | -11.8% | -3.2% |
| 3M | -10.5% | +12.9% | -23.3% | -12.8% |
| 6M | -26.7% | +1.2% | -28.0% | -27.8% |
| YTD | -24.5% | +9.3% | -33.8% | -26.6% |
| 1Y | -18.6% | -18.0% | -0.6% | -13.4% |
| All | -18.6% | -17.5% | -1.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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