+40.1%
MA vs ENPH
-68.2%
+108.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -1.4% |
| 7D | -1.8% | +9.3% | -11.0% | -1.7% |
| 30D | +1.4% | -7.3% | +8.7% | +1.4% |
| 3M | +17.7% | -31.7% | +49.5% | +17.8% |
| 6M | +9.7% | -3.5% | +13.1% | +9.2% |
| YTD | +0.5% | +21.2% | -20.7% | -0.6% |
| 1Y | -2.1% | +0.1% | -2.1% | -2.9% |
| 3Y | +40.1% | -67.7% | +107.8% | +41.0% |
| All | +40.1% | -68.2% | +108.3% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 3y: compounded portfolio wealth divided by compounded ENPH 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…
3y analysis · Full analysis span regression · 6 months rolling