+40.1%
NRG vs MSTU
-88.1%
+128.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.8% | +3.6% | -2.8% |
| 7D | -0.2% | -22.0% | +21.8% | +1.3% |
| 30D | -6.8% | +60.3% | -67.1% | -10.6% |
| 3M | -7.1% | -3.7% | -3.4% | -8.9% |
| 6M | -27.6% | -45.2% | +17.6% | -27.1% |
| YTD | -29.2% | -64.3% | +35.1% | -28.5% |
| 1Y | -29.9% | -94.0% | +64.1% | -20.5% |
| All | +40.1% | -88.1% | +128.2% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling