+20.1%
ENTG vs MSI
+100.4%
-80.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.3% |
| 7D | +8.9% | -5.8% | +14.7% | +12.8% |
| 30D | -7.2% | -1.0% | -6.2% | -7.1% |
| 3M | +6.4% | +14.2% | -7.7% | -3.8% |
| 6M | +25.7% | +1.0% | +24.6% | +22.1% |
| YTD | +67.9% | +21.5% | +46.4% | +40.7% |
| 1Y | +72.4% | -2.1% | +74.5% | +70.0% |
| 3Y | +48.4% | +69.3% | -20.9% | -14.2% |
| 5Y | +20.1% | +99.3% | -79.2% | -42.4% |
| All | +20.1% | +100.4% | -80.4% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling