+73.1%
MA vs ENB
+69.5%
+3.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.5% | -2.2% | +3.8% | +2.4% |
| 3M | +20.4% | -10.5% | +30.9% | +25.6% |
| 6M | +11.1% | -5.1% | +16.2% | +12.8% |
| YTD | +2.0% | +9.0% | -7.0% | -3.3% |
| 1Y | -2.2% | +8.2% | -10.4% | -7.0% |
| 3Y | +41.9% | +67.8% | -25.9% | +6.5% |
| All | +73.1% | +69.5% | +3.6% | +26.4% |
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