+578.8%
MS vs ENPH
+2,696.2%
-2,117.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.9% |
| 7D | +0.7% | +4.1% | -3.4% | +0.3% |
| 30D | -0.9% | -11.4% | +10.4% | -0.1% |
| 3M | -13.0% | -30.5% | +17.6% | -10.2% |
| 6M | -2.0% | -20.2% | +18.2% | -1.3% |
| YTD | +7.8% | -9.3% | +17.0% | +5.8% |
| 1Y | +17.9% | -3.8% | +21.6% | +14.9% |
| 3Y | +174.8% | -61.5% | +236.3% | +179.5% |
| 5Y | +119.9% | -87.9% | +207.7% | +143.8% |
| 10Y | +578.8% | +2,519.8% | -1,941.0% | +428.0% |
| All | +578.8% | +2,696.2% | -2,117.3% | +428.0% |
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