-2.6%
ENPH vs MSTZ
-18.6%
+16.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.8% |
| 7D | -0.1% | +17.0% | -17.1% | +1.8% |
| 30D | -10.8% | -61.8% | +50.9% | -18.5% |
| 3M | -33.8% | -54.6% | +20.8% | -36.1% |
| 6M | -16.1% | -59.3% | +43.1% | -16.7% |
| YTD | +13.4% | -74.6% | +88.0% | +13.8% |
| 1Y | -2.6% | -18.8% | +16.2% | +23.8% |
| All | -2.6% | -18.6% | +16.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling