-9.6%
MOS vs ENPH
-78.8%
+69.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +9.5% | -2.4% | +11.9% | +9.9% |
| 30D | +10.4% | -6.6% | +17.0% | +11.3% |
| 3M | +12.9% | -46.8% | +59.7% | +22.0% |
| 6M | +1.2% | -14.7% | +16.0% | +1.1% |
| YTD | +9.3% | +13.5% | -4.2% | +3.1% |
| 1Y | -18.0% | -0.4% | -17.6% | -21.7% |
| 3Y | -29.0% | -71.7% | +42.7% | -21.9% |
| All | -9.6% | -78.8% | +69.2% | +3.4% |
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