+192.9%
NRG vs MSCI
-11.6%
+204.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -2.9% |
| 7D | -0.2% | -4.7% | +4.5% | +1.0% |
| 30D | -6.8% | -2.2% | -4.6% | -6.4% |
| 3M | -7.1% | -9.7% | +2.6% | -5.3% |
| 6M | -27.6% | +0.3% | -27.8% | -28.7% |
| YTD | -29.2% | -3.5% | -25.7% | -29.9% |
| 1Y | -29.9% | -1.4% | -28.5% | -31.5% |
| 3Y | +198.7% | +6.6% | +192.1% | +180.7% |
| 5Y | +192.9% | -10.9% | +203.8% | +172.2% |
| All | +192.9% | -11.6% | +204.5% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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