+217.4%
NRG vs MOS
-31.8%
+249.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.5% | +10.0% |
| 7D | +2.9% | +19.7% | -16.7% | -0.8% |
| 30D | -9.3% | +21.5% | -30.8% | -13.0% |
| 3M | -17.1% | -0.4% | -16.7% | -17.4% |
| 6M | -28.9% | +4.5% | -33.4% | -30.1% |
| YTD | -37.9% | -2.9% | -35.0% | -38.6% |
| 1Y | -42.7% | -7.7% | -35.0% | -42.9% |
| 3Y | +127.5% | -25.6% | +153.1% | +133.8% |
| 5Y | +217.4% | -31.2% | +248.6% | +220.6% |
| All | +217.4% | -31.8% | +249.2% | +220.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling