-40.9%
NRG vs MTSI
+30.7%
-71.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +0.9% | -3.8% | +4.7% | +1.3% |
| 30D | -9.6% | -31.4% | +21.8% | -1.0% |
| 3M | -17.9% | -23.8% | +5.8% | -13.4% |
| 6M | -29.1% | -37.1% | +8.0% | -21.5% |
| YTD | -38.1% | +32.2% | -70.3% | -52.0% |
| 1Y | -40.9% | +26.9% | -67.8% | -52.8% |
| All | -40.9% | +30.7% | -71.6% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling