+794.2%
MS vs ENPH
+2,033.5%
-1,239.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.4% | -1.3% |
| 7D | +2.5% | +9.3% | -6.8% | +1.6% |
| 30D | 0.0% | -7.3% | +7.2% | +0.6% |
| 3M | +2.4% | -31.7% | +34.2% | +5.7% |
| 6M | +36.4% | -3.5% | +39.9% | +34.9% |
| YTD | +23.8% | +21.2% | +2.7% | +18.8% |
| 1Y | +48.6% | +0.1% | +48.6% | +44.6% |
| 3Y | +179.1% | -67.7% | +246.9% | +189.9% |
| 5Y | +144.8% | -76.2% | +221.1% | +153.7% |
| 10Y | +794.2% | +2,057.2% | -1,263.0% | +618.1% |
| All | +794.2% | +2,033.5% | -1,239.3% | +618.1% |
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