+1,123.6%
NRG vs MOS
+12.0%
+1,111.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | +3.9% | +1.7% | +2.2% | +3.5% |
| 30D | -3.0% | +11.7% | -14.7% | -5.6% |
| 3M | -10.9% | +23.2% | -34.1% | -15.8% |
| 6M | -25.3% | -1.6% | -23.6% | -25.9% |
| YTD | -26.8% | +10.8% | -37.7% | -29.8% |
| 1Y | -23.3% | -16.2% | -7.1% | -21.6% |
| 3Y | +208.6% | -24.2% | +232.8% | +216.6% |
| 5Y | +194.1% | -6.6% | +200.8% | +170.2% |
| 10Y | +1,123.6% | +16.3% | +1,107.3% | +831.5% |
| All | +1,123.6% | +12.0% | +1,111.6% | +831.5% |
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