+402.2%
ENPH vs MOH
+497.9%
-95.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.6% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | -12.9% | +3.0% | -15.8% | -13.8% |
| 3M | -27.1% | +1.2% | -28.3% | -28.1% |
| 6M | -15.4% | +41.7% | -57.2% | -26.2% |
| YTD | +15.0% | +15.4% | -0.4% | +3.9% |
| 1Y | -0.7% | +11.8% | -12.5% | -10.7% |
| 3Y | -69.3% | -37.5% | -31.8% | -68.3% |
| 5Y | -76.7% | -20.6% | -56.1% | -78.2% |
| 10Y | +1,947.8% | +255.8% | +1,692.0% | +925.8% |
| All | +402.2% | +497.9% | -95.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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