+193.4%
MAGS vs ENPH
-81.4%
+274.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +3.2% | -10.8% | +14.1% | +4.0% |
| 3M | +7.7% | -33.8% | +41.5% | +10.6% |
| 6M | +12.5% | -16.1% | +28.6% | +12.8% |
| YTD | +6.0% | +13.4% | -7.5% | +3.4% |
| 1Y | +14.4% | -2.6% | +17.0% | +12.5% |
| 3Y | +127.5% | -70.3% | +197.8% | +136.0% |
| All | +193.4% | -81.4% | +274.8% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling