+705.1%
NRG vs MTSI
+1,208.2%
-503.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.7% |
| 7D | +17.1% | +7.2% | +9.9% | +15.1% |
| 30D | -7.9% | -18.4% | +10.6% | -4.8% |
| 3M | -18.2% | -16.7% | -1.5% | -16.3% |
| 6M | -28.4% | -31.7% | +3.3% | -24.6% |
| YTD | -37.9% | +45.9% | -83.7% | -44.0% |
| 1Y | -39.2% | +47.0% | -86.2% | -45.3% |
| 3Y | +125.3% | +224.1% | -98.8% | +76.2% |
| 5Y | +215.7% | +238.5% | -22.8% | +141.2% |
| 10Y | +985.8% | +512.7% | +473.1% | +604.8% |
| All | +705.1% | +1,208.2% | -503.1% | +392.0% |
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