+217.4%
NRG vs MTSI
+208.2%
+9.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.0% | +1.3% | +7.1% |
| 7D | +2.9% | +3.5% | -0.6% | +1.1% |
| 30D | -9.3% | -30.3% | +21.0% | +1.4% |
| 3M | -17.1% | -26.0% | +8.9% | -10.3% |
| 6M | -28.9% | -36.1% | +7.2% | -20.4% |
| YTD | -37.9% | +34.3% | -72.2% | -49.2% |
| 1Y | -42.7% | +35.3% | -78.0% | -53.3% |
| 3Y | +127.5% | +217.6% | -90.2% | +35.9% |
| 5Y | +217.4% | +210.1% | +7.3% | +83.1% |
| All | +217.4% | +208.2% | +9.2% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling