+205.0%
NRG vs MOS
-3.3%
+208.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | +9.3% | +7.1% | +2.2% | +7.7% |
| 30D | +1.3% | +15.0% | -13.8% | -1.7% |
| 3M | -6.0% | +24.1% | -30.1% | -10.6% |
| 6M | -22.0% | +2.7% | -24.7% | -23.3% |
| YTD | -24.1% | +12.2% | -36.3% | -27.0% |
| 1Y | -18.0% | -16.3% | -1.7% | -16.3% |
| 3Y | +220.0% | -23.3% | +243.3% | +225.9% |
| All | +205.0% | -3.3% | +208.3% | +178.7% |
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