-3.8%
ENTG vs MSI
+123.5%
-127.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.0% |
| 7D | -7.6% | +8.3% | -15.9% | -11.9% |
| 30D | -15.5% | +18.9% | -34.3% | -23.8% |
| 3M | -7.8% | +13.2% | -21.1% | -15.1% |
| 6M | -5.9% | +38.3% | -44.2% | -25.0% |
| YTD | +66.7% | +38.9% | +27.9% | +28.6% |
| 1Y | +62.1% | +36.7% | +25.4% | +26.5% |
| 3Y | +56.3% | +76.6% | -20.3% | -9.6% |
| 5Y | -3.8% | +124.5% | -128.3% | -58.2% |
| All | -3.8% | +123.5% | -127.4% | -58.2% |
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