+808.5%
MS vs ENB
+116.8%
+691.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -0.3% | -2.2% | +2.0% | +1.0% |
| 3M | +0.3% | -10.5% | +10.8% | +6.7% |
| 6M | +31.3% | -5.1% | +36.4% | +34.3% |
| YTD | +24.7% | +9.0% | +15.7% | +16.1% |
| 1Y | +47.9% | +8.2% | +39.7% | +38.1% |
| 3Y | +178.3% | +67.8% | +110.6% | +92.8% |
| 5Y | +144.9% | +69.4% | +75.5% | +67.2% |
| All | +808.5% | +116.8% | +691.7% | +397.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling