+545.7%
MS vs ENB
+101.8%
+443.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.2% |
| 7D | +0.8% | -2.4% | +3.2% | +2.3% |
| 30D | -0.7% | +2.5% | -3.2% | -2.2% |
| 3M | -12.4% | -5.8% | -6.6% | -9.5% |
| 6M | -1.7% | -8.5% | +6.8% | +2.8% |
| YTD | +8.0% | +3.9% | +4.2% | +3.3% |
| 1Y | +16.2% | +3.7% | +12.5% | +11.2% |
| 3Y | +171.3% | +70.1% | +101.2% | +85.1% |
| 5Y | +124.8% | +53.2% | +71.6% | +62.8% |
| All | +545.7% | +101.8% | +443.8% | +260.0% |
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