+15,689.5%
MA vs ENTG
+1,374.9%
+14,314.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | -1.7% |
| 7D | -0.3% | -7.6% | +7.2% | +1.1% |
| 30D | +11.3% | -15.5% | +26.8% | +14.4% |
| 3M | +16.7% | -7.8% | +24.5% | +16.4% |
| 6M | +32.8% | -5.9% | +38.7% | +27.4% |
| YTD | +15.6% | +66.7% | -51.1% | -6.1% |
| 1Y | +19.6% | +62.1% | -42.5% | -2.5% |
| 3Y | +72.1% | +56.3% | +15.8% | +31.7% |
| 5Y | +96.0% | -3.8% | +99.9% | +61.9% |
| 10Y | +554.8% | +770.1% | -215.3% | +195.4% |
| All | +15,689.5% | +1,374.9% | +14,314.6% | +6,079.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 all: compounded portfolio wealth divided by compounded ENTG 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…
all analysis · Full analysis span regression · 6 months rolling