+215.8%
NRG vs MSFU
+72.2%
+143.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | +9.3% | -3.2% | +12.4% | +9.8% |
| 30D | +1.3% | -3.1% | +4.4% | +1.7% |
| 3M | -6.0% | +35.3% | -41.3% | -13.3% |
| 6M | -22.0% | +31.6% | -53.5% | -28.9% |
| YTD | -24.1% | -9.5% | -14.6% | -24.2% |
| 1Y | -18.0% | -18.4% | +0.4% | -15.9% |
| 3Y | +220.0% | +26.9% | +193.1% | +175.7% |
| All | +215.8% | +72.2% | +143.6% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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