+1,196.5%
ENTG vs MSI
+545.9%
+650.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -9.3% | +7.4% | -16.7% | -13.2% |
| 30D | -16.4% | +18.7% | -35.1% | -24.7% |
| 3M | -3.8% | +14.5% | -18.3% | -12.2% |
| 6M | -6.9% | +38.1% | -45.0% | -24.6% |
| YTD | +65.0% | +38.7% | +26.3% | +31.3% |
| 1Y | +61.7% | +35.4% | +26.3% | +30.5% |
| 3Y | +46.6% | +75.1% | -28.5% | +0.3% |
| 5Y | -2.7% | +126.4% | -129.1% | -42.1% |
| 10Y | +743.3% | +671.4% | +71.9% | +145.3% |
| All | +1,196.5% | +545.9% | +650.6% | +169.2% |
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 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