+701.8%
NRG vs MTSI
+1,085.8%
-383.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +0.9% | -3.8% | +4.7% | +1.5% |
| 30D | -9.6% | -31.4% | +21.8% | -3.3% |
| 3M | -17.9% | -23.8% | +5.8% | -14.4% |
| 6M | -29.1% | -37.1% | +8.0% | -24.0% |
| YTD | -38.1% | +32.2% | -70.3% | -43.0% |
| 1Y | -40.9% | +26.9% | -67.8% | -45.1% |
| 3Y | +124.4% | +193.7% | -69.3% | +79.2% |
| 5Y | +215.7% | +218.0% | -2.3% | +145.1% |
| 10Y | +981.5% | +477.8% | +503.7% | +613.8% |
| All | +701.8% | +1,085.8% | -383.9% | +400.4% |
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