-11.8%
ENTG vs MSCI
+3.6%
-15.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.8% |
| 7D | -17.1% | +2.8% | -19.9% | -18.5% |
| 30D | -23.0% | +15.4% | -38.4% | -29.2% |
| 3M | -10.2% | +13.4% | -23.6% | -17.1% |
| 6M | -17.8% | +10.9% | -28.7% | -25.8% |
| YTD | +52.4% | +13.0% | +39.4% | +33.2% |
| 1Y | +49.8% | +12.0% | +37.8% | +31.5% |
| 3Y | +42.1% | +34.1% | +8.0% | +2.3% |
| All | -11.8% | +3.6% | -15.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling