+1,123.6%
NRG vs MTSI
+571.2%
+552.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -4.5% |
| 7D | +3.9% | +11.1% | -7.2% | +1.4% |
| 30D | -3.0% | -3.7% | +0.7% | -2.4% |
| 3M | -10.9% | -20.2% | +9.3% | -7.4% |
| 6M | -25.3% | +30.8% | -56.1% | -31.2% |
| YTD | -26.8% | +67.0% | -93.9% | -36.5% |
| 1Y | -23.3% | +120.4% | -143.7% | -37.5% |
| 3Y | +208.6% | +260.4% | -51.8% | +127.9% |
| 5Y | +194.1% | +356.3% | -162.1% | +105.1% |
| 10Y | +1,123.6% | +581.1% | +542.5% | +564.3% |
| All | +1,123.6% | +571.2% | +552.4% | +564.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling