+505.6%
MA vs ENB
+103.5%
+402.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -1.8% | -0.5% | -1.3% | -1.5% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | +17.7% | -7.5% | +25.3% | +22.0% |
| 6M | +9.7% | -4.1% | +13.8% | +11.2% |
| YTD | +0.5% | +9.8% | -9.3% | -5.6% |
| 1Y | -2.1% | +8.7% | -10.8% | -7.6% |
| 3Y | +40.1% | +79.0% | -38.9% | -0.1% |
| 5Y | +67.5% | +69.1% | -1.6% | +22.0% |
| 10Y | +505.6% | +96.5% | +409.1% | +268.0% |
| All | +505.6% | +103.5% | +402.1% | +268.0% |
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