+145.1%
MS vs ENB
+69.5%
+75.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -0.3% | -2.2% | +2.0% | +0.7% |
| 3M | +0.3% | -10.5% | +10.8% | +5.5% |
| 6M | +31.3% | -5.1% | +36.4% | +33.7% |
| YTD | +24.7% | +9.0% | +15.7% | +16.8% |
| 1Y | +47.9% | +8.2% | +39.7% | +38.9% |
| 3Y | +178.3% | +67.8% | +110.6% | +95.2% |
| All | +145.1% | +69.5% | +75.6% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling