+1,065.2%
NRG vs MSI
+605.3%
+459.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -6.0% | -0.8% | -5.2% | -5.8% |
| 3M | -8.0% | +13.9% | -21.9% | -14.5% |
| 6M | -23.2% | +1.3% | -24.5% | -24.6% |
| YTD | -28.1% | +22.3% | -50.4% | -35.9% |
| 1Y | -27.3% | -3.9% | -23.4% | -27.2% |
| 3Y | +208.7% | +69.9% | +138.8% | +127.9% |
| 5Y | +197.7% | +103.8% | +93.9% | +96.9% |
| All | +1,065.2% | +605.3% | +459.9% | +249.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling