+15.2%
MS vs ENB
+3.5%
+11.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.3% |
| 7D | +0.8% | -2.4% | +3.2% | +0.5% |
| 30D | -0.7% | +2.5% | -3.2% | -0.3% |
| 3M | -12.4% | -5.8% | -6.6% | -13.1% |
| 6M | -1.7% | -8.5% | +6.8% | -2.1% |
| YTD | +8.0% | +3.9% | +4.2% | +10.6% |
| All | +15.2% | +3.5% | +11.7% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling