+98.3%
ENB vs MAS
+230.1%
-131.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -0.1% |
| 7D | -3.7% | +3.3% | -6.9% | -4.5% |
| 30D | +1.7% | +25.5% | -23.7% | -4.3% |
| 3M | -6.3% | +11.8% | -18.1% | -9.3% |
| 6M | -9.2% | +21.3% | -30.5% | -14.7% |
| YTD | +3.1% | +37.7% | -34.6% | -7.7% |
| 1Y | +3.4% | +41.0% | -37.6% | -8.2% |
| 3Y | +68.9% | +63.0% | +5.9% | +37.8% |
| 5Y | +51.7% | +44.1% | +7.6% | +26.1% |
| 10Y | +98.3% | +224.3% | -125.9% | +18.2% |
| All | +98.3% | +230.1% | -131.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling