+1,280.3%
NRG vs MOS
+293.2%
+987.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +1.9% |
| 7D | +21.7% | -2.6% | +24.3% | +22.6% |
| 30D | -8.1% | +13.5% | -21.5% | -12.7% |
| 3M | -18.3% | -2.9% | -15.4% | -19.2% |
| 6M | -28.0% | -1.0% | -27.0% | -29.7% |
| YTD | -37.5% | -7.2% | -30.3% | -38.6% |
| 1Y | -41.1% | -11.4% | -29.7% | -41.5% |
| 3Y | +126.6% | -29.0% | +155.6% | +134.2% |
| 5Y | +212.3% | -34.0% | +246.3% | +208.1% |
| 10Y | +992.0% | -4.0% | +996.0% | +714.2% |
| All | +1,280.3% | +293.2% | +987.1% | +683.0% |
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