+1,197.2%
ENTG vs MSI
+471.7%
+725.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +6.7% |
| 7D | +2.8% | -3.7% | +6.5% | +4.9% |
| 30D | -4.7% | +6.8% | -11.5% | -9.0% |
| 3M | -0.7% | +14.3% | -15.0% | -9.4% |
| 6M | +7.7% | -1.6% | +9.3% | +6.1% |
| YTD | +65.1% | +22.8% | +42.3% | +42.2% |
| 1Y | +74.8% | -1.1% | +75.9% | +69.5% |
| 3Y | +36.9% | +70.5% | -33.6% | -4.1% |
| 5Y | +16.1% | +102.8% | -86.7% | -25.7% |
| 10Y | +740.3% | +597.4% | +142.9% | +161.1% |
| All | +1,197.2% | +471.7% | +725.5% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling