+2,367.9%
ENPH vs MAS
+219.2%
+2,148.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.6% | -4.0% |
| 7D | -9.1% | +3.6% | -12.7% | -11.3% |
| 30D | -15.8% | +23.8% | -39.6% | -27.9% |
| 3M | -32.5% | +14.4% | -46.9% | -39.0% |
| 6M | -24.2% | +19.7% | -43.9% | -34.8% |
| YTD | -13.8% | +36.0% | -49.7% | -32.5% |
| 1Y | -15.8% | +40.4% | -56.2% | -35.8% |
| 3Y | -64.6% | +58.9% | -123.5% | -75.0% |
| 5Y | -88.1% | +44.5% | -132.6% | -91.2% |
| 10Y | +2,367.9% | +214.8% | +2,153.1% | +909.7% |
| All | +2,367.9% | +219.2% | +2,148.6% | +909.7% |
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