+122.9%
MS vs ENPH
-89.7%
+212.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.0% |
| 7D | +5.1% | -8.4% | +13.5% | +6.0% |
| 30D | +5.7% | -11.2% | +16.9% | +6.6% |
| 3M | -12.2% | -36.1% | +23.9% | -8.6% |
| 6M | -0.5% | -37.9% | +37.4% | +2.8% |
| YTD | +9.8% | -18.7% | +28.5% | +9.0% |
| 1Y | +17.7% | -9.8% | +27.6% | +15.5% |
| 3Y | +176.8% | -66.8% | +243.6% | +183.0% |
| All | +122.9% | -89.7% | +212.6% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling