+578.8%
MS vs ENB
+99.8%
+479.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | +0.7% | -3.7% | +4.4% | +3.0% |
| 30D | -0.9% | +1.7% | -2.7% | -2.0% |
| 3M | -13.0% | -6.3% | -6.7% | -9.8% |
| 6M | -2.0% | -9.2% | +7.2% | +3.0% |
| YTD | +7.8% | +3.1% | +4.7% | +3.6% |
| 1Y | +17.9% | +3.4% | +14.5% | +12.9% |
| 3Y | +174.8% | +68.9% | +105.9% | +88.5% |
| 5Y | +119.9% | +51.7% | +68.1% | +60.4% |
| 10Y | +578.8% | +98.3% | +480.5% | +279.1% |
| All | +578.8% | +99.8% | +479.0% | +279.1% |
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