-45.6%
MOS vs ENPH
+279.6%
-325.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +21.6% | +11.0% | +10.6% | +20.0% |
| 30D | +12.0% | -15.0% | +27.0% | +13.7% |
| 3M | -3.9% | -28.2% | +24.4% | -0.6% |
| 6M | -3.3% | -20.5% | +17.2% | -2.5% |
| YTD | -4.6% | -11.2% | +6.5% | -6.6% |
| 1Y | -7.0% | -8.7% | +1.7% | -9.4% |
| 3Y | -24.4% | -63.6% | +39.2% | -21.5% |
| 5Y | -32.1% | -88.0% | +55.9% | -22.8% |
| 10Y | +10.3% | +2,333.3% | -2,323.0% | -29.7% |
| All | -45.6% | +279.6% | -325.2% | -64.6% |
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