+2,354.3%
ENPH vs MAS
+213.7%
+2,140.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.3% |
| 7D | +11.0% | +2.0% | +9.0% | +9.6% |
| 30D | -15.0% | +19.4% | -34.4% | -25.3% |
| 3M | -28.2% | +9.4% | -37.7% | -33.0% |
| 6M | -20.5% | +15.3% | -35.8% | -29.7% |
| YTD | -11.2% | +31.3% | -42.5% | -28.7% |
| 1Y | -8.7% | +34.9% | -43.5% | -28.2% |
| 3Y | -63.6% | +58.6% | -122.2% | -74.3% |
| 5Y | -88.0% | +40.7% | -128.7% | -91.0% |
| All | +2,354.3% | +213.7% | +2,140.6% | +969.6% |
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