+192.9%
NRG vs MSI
+100.4%
+92.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | -6.8% | -0.6% | -6.2% | -6.7% |
| 3M | -7.1% | +13.0% | -20.2% | -12.5% |
| 6M | -27.6% | +0.5% | -28.1% | -28.2% |
| YTD | -29.2% | +21.7% | -50.9% | -35.8% |
| 1Y | -29.9% | -2.6% | -27.3% | -29.6% |
| 3Y | +198.7% | +69.7% | +129.0% | +126.7% |
| 5Y | +192.9% | +102.8% | +90.1% | +102.7% |
| All | +192.9% | +100.4% | +92.5% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling