+69.0%
ENB vs MAS
+61.2%
+7.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -1.2% |
| 7D | -2.4% | +4.6% | -6.9% | -2.6% |
| 30D | +3.4% | +19.9% | -16.5% | +2.4% |
| 3M | -6.1% | +8.9% | -15.0% | -6.6% |
| 6M | -10.0% | +20.2% | -30.2% | -11.2% |
| YTD | +4.7% | +33.9% | -29.2% | +2.0% |
| 1Y | +7.5% | +34.7% | -27.2% | +4.7% |
| All | +69.0% | +61.2% | +7.8% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling