+1,575.9%
NRG vs MSI
+1,153.6%
+422.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +9.3% | -5.8% | +15.0% | +11.6% |
| 30D | +1.3% | -1.0% | +2.3% | +1.5% |
| 3M | -6.0% | +14.2% | -20.1% | -11.1% |
| 6M | -22.0% | +1.0% | -23.0% | -23.1% |
| YTD | -24.1% | +21.5% | -45.6% | -30.2% |
| 1Y | -18.0% | -2.1% | -15.9% | -18.7% |
| 3Y | +220.0% | +69.3% | +150.7% | +157.8% |
| 5Y | +201.1% | +99.3% | +101.8% | +126.5% |
| 10Y | +1,085.1% | +595.0% | +490.1% | +470.9% |
| All | +1,575.9% | +1,153.6% | +422.3% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling