+92.3%
MA vs ENB
+46.5%
+45.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | +2.3% | -5.2% | +7.5% | +4.4% |
| 30D | +14.7% | +2.2% | +12.5% | +13.7% |
| 3M | +13.5% | -8.1% | +21.6% | +17.1% |
| 6M | +33.1% | -11.2% | +44.3% | +38.6% |
| YTD | +15.1% | +2.0% | +13.1% | +11.9% |
| 1Y | +18.7% | +4.1% | +14.7% | +14.2% |
| 3Y | +72.1% | +64.7% | +7.3% | +29.6% |
| All | +92.3% | +46.5% | +45.8% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling