+877.9%
NRG vs MTSI
+1,308.1%
-430.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +3.0% | +5.7% |
| 7D | +7.1% | +1.4% | +5.7% | +6.8% |
| 30D | -1.4% | +2.1% | -3.5% | -2.3% |
| 3M | -10.5% | -29.7% | +19.3% | -5.1% |
| 6M | -26.7% | +12.5% | -39.3% | -29.7% |
| YTD | -24.5% | +57.0% | -81.6% | -32.2% |
| 1Y | -18.6% | +103.9% | -122.5% | -30.4% |
| 3Y | +227.1% | +223.6% | +3.6% | +157.6% |
| 5Y | +198.8% | +321.6% | -122.8% | +122.9% |
| 10Y | +1,122.3% | +517.7% | +604.5% | +695.3% |
| All | +877.9% | +1,308.1% | -430.2% | +495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling