+220.0%
NRG vs MTSI
+241.4%
-21.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | +9.3% | +4.9% | +4.4% | +7.3% |
| 30D | +1.3% | -11.6% | +12.9% | +5.7% |
| 3M | -6.0% | -24.1% | +18.1% | +2.7% |
| 6M | -22.0% | +32.4% | -54.4% | -35.2% |
| YTD | -24.1% | +60.4% | -84.6% | -43.0% |
| 1Y | -18.0% | +111.0% | -129.0% | -46.4% |
| 3Y | +220.0% | +246.1% | -26.1% | +80.9% |
| All | +220.0% | +241.4% | -21.3% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling