-69.2%
ENPH vs MSTZ
-99.1%
+29.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.6% | -6.2% | +0.9% |
| 7D | +1.5% | +24.8% | -23.3% | +3.4% |
| 30D | -12.9% | -59.2% | +46.4% | -17.7% |
| 3M | -27.1% | -56.9% | +29.7% | -29.4% |
| 6M | -15.4% | -57.6% | +42.1% | -16.0% |
| YTD | +15.0% | -73.6% | +88.6% | +14.4% |
| 1Y | -0.7% | -15.6% | +14.9% | +9.5% |
| All | -69.2% | -99.1% | +29.9% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling