+190.0%
MAGS vs ENPH
-80.2%
+270.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -1.0% |
| 7D | +1.2% | +9.3% | -8.0% | +0.5% |
| 30D | -0.1% | -7.3% | +7.2% | +0.4% |
| 3M | +3.8% | -31.7% | +35.6% | +6.3% |
| 6M | +13.2% | -3.5% | +16.7% | +12.5% |
| YTD | +4.7% | +21.2% | -16.4% | +1.7% |
| 1Y | +14.4% | +0.1% | +14.3% | +12.3% |
| 3Y | +128.6% | -67.7% | +196.3% | +135.8% |
| All | +190.0% | -80.2% | +270.1% | +200.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling