+1,567.2%
NRG vs MOS
+363.2%
+1,204.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.0% |
| 7D | +7.1% | +9.5% | -2.4% | +4.2% |
| 30D | -1.4% | +10.4% | -11.8% | -4.5% |
| 3M | -10.5% | +12.9% | -23.3% | -14.4% |
| 6M | -26.7% | +1.2% | -28.0% | -28.3% |
| YTD | -24.5% | +9.3% | -33.8% | -28.1% |
| 1Y | -18.6% | -18.0% | -0.6% | -16.0% |
| 3Y | +227.1% | -29.0% | +256.2% | +242.9% |
| 5Y | +198.8% | -9.6% | +208.4% | +170.6% |
| 10Y | +1,122.3% | +6.1% | +1,116.2% | +799.3% |
| All | +1,567.2% | +363.2% | +1,204.1% | +816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling