+1,271.2%
NRG vs MOS
+311.4%
+959.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.8% | +8.5% | +9.8% |
| 7D | +2.9% | +19.7% | -16.7% | -3.7% |
| 30D | -9.3% | +21.5% | -30.8% | -15.6% |
| 3M | -17.1% | -0.4% | -16.7% | -18.6% |
| 6M | -28.9% | +4.5% | -33.4% | -31.6% |
| YTD | -37.9% | -2.9% | -35.0% | -39.8% |
| 1Y | -42.7% | -7.7% | -35.0% | -43.8% |
| 3Y | +127.5% | -25.6% | +153.1% | +132.1% |
| 5Y | +217.4% | -31.2% | +248.6% | +209.4% |
| 10Y | +898.2% | +2.8% | +895.3% | +627.1% |
| All | +1,271.2% | +311.4% | +959.7% | +668.0% |
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