-44.0%
MOS vs ENPH
+268.5%
-312.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +5.9% | +1.5% |
| 7D | +24.8% | -9.1% | +33.9% | +26.2% |
| 30D | +22.7% | -15.8% | +38.4% | +24.7% |
| 3M | -1.2% | -32.5% | +31.2% | +2.9% |
| 6M | +5.5% | -24.2% | +29.7% | +7.0% |
| YTD | -2.0% | -13.8% | +11.8% | -3.7% |
| 1Y | -7.9% | -15.8% | +7.9% | -9.4% |
| 3Y | -25.0% | -64.6% | +39.6% | -21.8% |
| 5Y | -27.7% | -88.1% | +60.3% | -17.8% |
| 10Y | -1.6% | +2,367.9% | -2,369.4% | -37.3% |
| All | -44.0% | +268.5% | -312.6% | -63.5% |
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 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