+607.1%
MS vs ENPH
+2,272.5%
-1,665.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -1.6% | +11.0% | -12.5% | -2.6% |
| 30D | -3.8% | -15.0% | +11.2% | -2.5% |
| 3M | -14.6% | -28.2% | +13.6% | -12.2% |
| 6M | -5.1% | -20.5% | +15.4% | -4.4% |
| YTD | +4.5% | -11.2% | +15.7% | +2.8% |
| 1Y | +13.5% | -8.7% | +22.2% | +11.3% |
| 3Y | +160.4% | -63.6% | +224.0% | +166.3% |
| 5Y | +112.9% | -88.0% | +200.9% | +136.1% |
| All | +607.1% | +2,272.5% | -1,665.4% | +472.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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