+610.4%
MRSH vs ENPH
+391.5%
+218.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -5.9% | +1.5% | -7.4% | -6.0% |
| 30D | -7.3% | -12.9% | +5.6% | -6.8% |
| 3M | +6.7% | -27.1% | +33.8% | +7.8% |
| 6M | +3.0% | -15.4% | +18.4% | +2.7% |
| YTD | -2.9% | +15.0% | -17.9% | -5.0% |
| 1Y | -9.0% | -0.7% | -8.3% | -10.6% |
| 3Y | -4.3% | -69.3% | +65.0% | -2.8% |
| 5Y | +19.4% | -76.7% | +96.1% | +21.0% |
| 10Y | +218.1% | +1,947.8% | -1,729.7% | +153.0% |
| All | +610.4% | +391.5% | +218.9% | +475.5% |
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