-34.0%
MOS vs ENPH
-89.4%
+55.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.4% | +0.8% | -3.8% |
| 7D | -2.6% | -7.6% | +5.0% | -1.5% |
| 30D | +13.5% | -16.4% | +29.8% | +15.8% |
| 3M | -2.9% | -34.3% | +31.4% | +2.4% |
| 6M | -1.0% | -28.5% | +27.6% | +1.4% |
| YTD | -7.2% | -16.4% | +9.2% | -9.3% |
| 1Y | -11.4% | -12.8% | +1.4% | -14.1% |
| 3Y | -29.0% | -65.7% | +36.7% | -24.9% |
| 5Y | -34.0% | -89.4% | +55.4% | -17.5% |
| All | -34.0% | -89.4% | +55.4% | -17.5% |
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