+294.7%
ENPH vs MAS
+761.2%
-466.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.7% | -5.8% |
| 7D | +12.0% | +4.6% | +7.5% | +8.8% |
| 30D | -14.6% | +19.9% | -34.4% | -24.7% |
| 3M | -25.6% | +8.9% | -34.5% | -30.1% |
| 6M | -19.6% | +20.2% | -39.7% | -30.4% |
| YTD | -9.6% | +33.9% | -43.5% | -27.4% |
| 1Y | -10.0% | +34.7% | -44.7% | -28.2% |
| 3Y | -64.2% | +60.4% | -124.5% | -74.3% |
| 5Y | -87.8% | +43.5% | -131.3% | -90.8% |
| 10Y | +2,376.1% | +226.7% | +2,149.4% | +974.4% |
| All | +294.7% | +761.2% | -466.6% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling