+433.8%
MAR vs ENTG
+797.5%
-363.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | -5.4% | -12.9% | +7.4% | -2.0% |
| 3M | -15.5% | -3.1% | -12.4% | -17.9% |
| 6M | +3.0% | +21.0% | -18.0% | -8.4% |
| YTD | +8.5% | +67.0% | -58.5% | -14.0% |
| 1Y | +26.0% | +68.6% | -42.7% | -2.3% |
| 3Y | +68.6% | +48.6% | +20.0% | +28.1% |
| 5Y | +157.4% | +18.6% | +138.8% | +98.1% |
| All | +433.8% | +797.5% | -363.7% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling