+230.8%
NRG vs MSCI
+3,147.7%
-2,916.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | +21.7% | -0.7% | +22.4% | +21.9% |
| 30D | -8.1% | +16.2% | -24.2% | -13.9% |
| 3M | -18.3% | +16.1% | -34.5% | -23.6% |
| 6M | -28.0% | +12.9% | -40.9% | -32.7% |
| YTD | -37.5% | +14.8% | -52.3% | -42.7% |
| 1Y | -41.1% | +13.8% | -54.9% | -45.8% |
| 3Y | +126.6% | +31.2% | +95.3% | +91.7% |
| 5Y | +212.3% | +5.6% | +206.7% | +179.1% |
| 10Y | +992.0% | +806.4% | +185.5% | +268.6% |
| All | +230.8% | +3,147.7% | -2,916.9% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling