-27.3%
NRG vs MSTU
-93.8%
+66.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.4% |
| 7D | -4.7% | -16.6% | +11.9% | -3.9% |
| 30D | -6.0% | +69.7% | -75.7% | -9.4% |
| 3M | -8.0% | -7.5% | -0.5% | -8.4% |
| 6M | -23.2% | -43.1% | +20.0% | -21.9% |
| YTD | -28.1% | -63.0% | +35.0% | -27.4% |
| 1Y | -27.3% | -93.8% | +66.5% | -11.8% |
| All | -27.3% | -93.8% | +66.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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