+50.1%
NRG vs MSTU
-86.5%
+136.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.6% | +9.2% | +1.0% |
| 7D | +9.3% | +16.1% | -6.9% | +7.9% |
| 30D | +1.3% | +68.7% | -67.4% | -3.1% |
| 3M | -6.0% | -11.0% | +5.0% | -7.2% |
| 6M | -22.0% | -33.4% | +11.4% | -22.5% |
| YTD | -24.1% | -59.5% | +35.4% | -24.0% |
| 1Y | -18.0% | -93.4% | +75.3% | -7.6% |
| All | +50.1% | -86.5% | +136.6% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling