-23.3%
NRG vs MTSI
+119.6%
-142.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -4.8% |
| 7D | +3.9% | +11.1% | -7.2% | +0.6% |
| 30D | -3.0% | -3.7% | +0.7% | -2.2% |
| 3M | -10.9% | -20.2% | +9.3% | -5.5% |
| 6M | -25.3% | +30.8% | -56.1% | -36.6% |
| YTD | -26.8% | +67.0% | -93.9% | -44.4% |
| 1Y | -23.3% | +120.4% | -143.7% | -49.9% |
| All | -23.3% | +119.6% | -142.9% | -49.9% |
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