+84.3%
MKSI vs ENPH
-77.1%
+161.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.5% |
| 7D | +2.7% | -0.1% | +2.7% | +2.6% |
| 30D | -12.8% | -10.8% | -2.0% | -10.3% |
| 3M | -22.5% | -33.8% | +11.3% | -13.8% |
| 6M | +19.4% | -16.1% | +35.5% | +22.4% |
| YTD | +67.7% | +13.4% | +54.3% | +53.7% |
| 1Y | +131.4% | -2.6% | +134.0% | +119.1% |
| 3Y | +197.3% | -70.3% | +267.6% | +257.4% |
| All | +84.3% | -77.1% | +161.5% | +120.8% |
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