+161.8%
MS vs ENB
+68.0%
+93.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.6% | -5.6% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | -3.9% | +3.4% | -7.3% | -4.6% |
| 3M | -15.9% | -6.1% | -9.8% | -14.7% |
| 6M | -2.5% | -10.0% | +7.6% | -0.2% |
| YTD | +5.1% | +4.7% | +0.4% | +1.5% |
| 1Y | +13.0% | +7.5% | +5.4% | +7.7% |
| All | +161.8% | +68.0% | +93.8% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling