+1,463.2%
MS vs ENPH
+384.9%
+1,078.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 6M | +31.3% | -14.7% | +46.1% | +31.5% |
| YTD | +24.7% | +13.5% | +11.2% | +20.3% |
| 1Y | +47.9% | -0.4% | +48.3% | +43.9% |
| 3Y | +178.3% | -71.7% | +250.1% | +192.8% |
| 5Y | +144.9% | -79.1% | +224.0% | +156.4% |
| 10Y | +804.5% | +1,898.4% | -1,093.8% | +478.2% |
| All | +1,463.2% | +384.9% | +1,078.2% | +888.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling