+554.8%
MA vs ENB
+99.8%
+455.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -0.3% | -3.7% | +3.3% | +1.5% |
| 30D | +11.3% | +1.7% | +9.6% | +10.3% |
| 3M | +16.7% | -6.3% | +23.0% | +20.3% |
| 6M | +32.8% | -9.2% | +42.0% | +38.4% |
| YTD | +15.6% | +3.1% | +12.5% | +11.9% |
| 1Y | +19.6% | +3.4% | +16.2% | +15.5% |
| 3Y | +72.1% | +68.9% | +3.2% | +26.0% |
| 5Y | +96.0% | +51.7% | +44.3% | +50.6% |
| 10Y | +554.8% | +98.3% | +456.4% | +299.2% |
| All | +554.8% | +99.8% | +455.0% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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