+145.1%
MS vs ENPH
-78.8%
+223.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | -2.4% | +3.7% | +1.6% |
| 30D | -0.3% | -6.6% | +6.4% | +0.3% |
| 3M | +0.3% | -46.8% | +47.1% | +5.8% |
| 6M | +31.3% | -14.7% | +46.1% | +31.4% |
| YTD | +24.7% | +13.5% | +11.2% | +20.4% |
| 1Y | +47.9% | -0.4% | +48.3% | +44.0% |
| 3Y | +178.3% | -71.7% | +250.1% | +195.0% |
| All | +145.1% | -78.8% | +223.8% | +164.5% |
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