+13,824.2%
MA vs ENTG
+1,360.0%
+12,464.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -2.6% |
| 7D | -2.7% | +2.8% | -5.5% | -3.4% |
| 30D | +1.5% | -4.7% | +6.2% | +2.0% |
| 3M | +20.4% | -0.7% | +21.2% | +16.2% |
| 6M | +11.1% | +7.7% | +3.4% | +3.6% |
| YTD | +2.0% | +65.1% | -63.1% | -15.6% |
| 1Y | -2.2% | +74.8% | -76.9% | -21.4% |
| 3Y | +41.9% | +36.9% | +5.0% | +14.0% |
| 5Y | +75.4% | +16.1% | +59.2% | +39.3% |
| 10Y | +527.5% | +740.3% | -212.8% | +189.7% |
| All | +13,824.2% | +1,360.0% | +12,464.1% | +5,450.0% |
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