+220.0%
NRG vs MOS
-21.8%
+241.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | +9.3% | +7.1% | +2.2% | +7.6% |
| 30D | +1.3% | +15.0% | -13.8% | -2.1% |
| 3M | -6.0% | +24.1% | -30.1% | -11.2% |
| 6M | -22.0% | +2.7% | -24.7% | -23.5% |
| YTD | -24.1% | +12.2% | -36.3% | -27.5% |
| 1Y | -18.0% | -16.3% | -1.7% | -15.6% |
| 3Y | +220.0% | -23.3% | +243.3% | +220.5% |
| All | +220.0% | -21.8% | +241.8% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling