-49.7%
NRG vs MSI
+28.6%
-78.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.2% | -14.7% | -13.6% |
| 7D | -13.7% | +2.8% | -16.5% | -13.8% |
| 30D | -13.6% | +9.1% | -22.7% | -14.0% |
| 3M | -28.5% | +12.5% | -41.0% | -29.0% |
| 6M | -45.8% | +14.2% | -60.0% | -45.9% |
| YTD | -46.9% | +30.7% | -77.7% | -45.1% |
| 1Y | -49.7% | +27.5% | -77.2% | -45.5% |
| All | -49.7% | +28.6% | -78.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling