+578.8%
MS vs ENTG
+810.6%
-231.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +0.2% |
| 7D | +0.7% | -7.6% | +8.3% | +2.9% |
| 30D | -0.9% | -15.5% | +14.5% | +3.3% |
| 3M | -13.0% | -7.8% | -5.1% | -12.5% |
| 6M | -2.0% | -5.9% | +4.0% | -5.3% |
| YTD | +7.8% | +66.7% | -59.0% | -16.4% |
| 1Y | +17.9% | +62.1% | -44.2% | -8.0% |
| 3Y | +174.8% | +56.3% | +118.5% | +99.7% |
| 5Y | +119.9% | -3.8% | +123.7% | +79.9% |
| 10Y | +578.8% | +770.1% | -191.2% | +118.2% |
| All | +578.8% | +810.6% | -231.8% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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