-37.6%
MOS vs ENPH
+384.9%
-422.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +9.5% | -2.4% | +11.9% | +9.8% |
| 30D | +10.4% | -6.6% | +17.0% | +11.2% |
| 3M | +12.9% | -46.8% | +59.7% | +20.7% |
| 6M | +1.2% | -14.7% | +16.0% | +1.2% |
| YTD | +9.3% | +13.5% | -4.2% | +4.4% |
| 1Y | -18.0% | -0.4% | -17.6% | -20.9% |
| 3Y | -29.0% | -71.7% | +42.7% | -24.0% |
| 5Y | -9.6% | -79.1% | +69.5% | -3.5% |
| 10Y | +6.1% | +1,898.4% | -1,892.3% | -31.9% |
| All | -37.6% | +384.9% | -422.5% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling