+924.9%
NRG vs MOS
-3.5%
+928.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +10.0% | -2.0% | +11.9% | +10.5% |
| 30D | -3.2% | +15.3% | -18.5% | -7.3% |
| 3M | -18.5% | +1.5% | -20.0% | -19.8% |
| 6M | -25.3% | -2.0% | -23.3% | -26.2% |
| YTD | -38.1% | -6.5% | -31.6% | -38.8% |
| 1Y | -40.7% | -11.1% | -29.6% | -40.9% |
| 3Y | +121.8% | -30.3% | +152.0% | +130.2% |
| 5Y | +209.2% | -33.5% | +242.8% | +206.9% |
| All | +924.9% | -3.5% | +928.4% | +662.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling