+42.3%
NRG vs MSTZ
-99.1%
+141.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.4% |
| 7D | -4.7% | +17.0% | -21.7% | -3.7% |
| 30D | -6.0% | -61.8% | +55.8% | -10.2% |
| 3M | -8.0% | -54.6% | +46.6% | -9.9% |
| 6M | -23.2% | -59.3% | +36.1% | -23.9% |
| YTD | -28.1% | -74.6% | +46.5% | -28.8% |
| 1Y | -27.3% | -18.8% | -8.5% | -20.4% |
| All | +42.3% | -99.1% | +141.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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