+811.7%
ENTG vs MSI
+593.5%
+218.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.8% |
| 7D | +8.9% | -4.0% | +12.9% | +11.7% |
| 30D | -0.8% | -0.5% | -0.4% | -1.0% |
| 3M | +6.6% | +11.4% | -4.8% | -2.2% |
| 6M | +22.1% | +1.0% | +21.1% | +18.0% |
| YTD | +70.2% | +20.7% | +49.5% | +44.5% |
| 1Y | +76.7% | -2.7% | +79.4% | +73.0% |
| 3Y | +50.5% | +68.2% | -17.7% | -2.8% |
| 5Y | +21.8% | +100.0% | -78.2% | -30.6% |
| 10Y | +811.7% | +596.9% | +214.8% | +140.3% |
| All | +811.7% | +593.5% | +218.2% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling