+190.4%
MAGS vs ENPH
-81.2%
+271.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.8% | +1.5% | -3.3% | -1.9% |
| 30D | +1.1% | -12.9% | +13.9% | +2.1% |
| 3M | +7.7% | -27.1% | +34.8% | +9.8% |
| 6M | +11.7% | -15.4% | +27.1% | +12.0% |
| YTD | +4.9% | +15.0% | -10.1% | +2.3% |
| 1Y | +14.3% | -0.7% | +15.0% | +12.3% |
| 3Y | +128.9% | -69.3% | +198.3% | +137.1% |
| All | +190.4% | -81.2% | +271.6% | +202.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling