-28.5%
NRG vs MOS
+6.0%
-34.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.5% | +10.5% |
| 7D | +2.9% | +19.7% | -16.7% | +5.6% |
| 30D | -9.3% | +21.5% | -30.8% | -7.3% |
| 3M | -17.1% | -0.4% | -16.7% | -12.4% |
| All | -28.5% | +6.0% | -34.4% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling