+203.7%
NRG vs MSI
+69.5%
+134.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -6.8% | -0.6% | -6.2% | -6.7% |
| 3M | -7.1% | +13.0% | -20.2% | -11.6% |
| 6M | -27.6% | +0.5% | -28.1% | -27.7% |
| YTD | -29.2% | +21.7% | -50.9% | -34.7% |
| 1Y | -29.9% | -2.6% | -27.3% | -28.4% |
| All | +203.7% | +69.5% | +134.2% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling