+199.6%
NRG vs MTSI
+322.7%
-123.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +3.0% | +5.2% |
| 7D | +7.1% | +1.4% | +5.7% | +6.6% |
| 30D | -1.4% | +2.1% | -3.5% | -3.2% |
| 3M | -10.5% | -29.7% | +19.3% | -0.5% |
| 6M | -26.7% | +12.5% | -39.3% | -33.2% |
| YTD | -24.5% | +57.0% | -81.6% | -39.9% |
| 1Y | -18.6% | +103.9% | -122.5% | -41.8% |
| 3Y | +227.1% | +223.6% | +3.6% | +98.8% |
| All | +199.6% | +322.7% | -123.1% | +61.1% |
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