+607.1%
MS vs ENTG
+737.3%
-130.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.4% |
| 7D | -1.6% | -17.1% | +15.6% | +4.1% |
| 30D | -3.8% | -23.0% | +19.2% | +3.5% |
| 3M | -14.6% | -10.2% | -4.4% | -13.5% |
| 6M | -5.1% | -17.8% | +12.7% | -4.2% |
| YTD | +4.5% | +52.4% | -47.8% | -16.5% |
| 1Y | +13.5% | +49.8% | -36.2% | -9.2% |
| 3Y | +160.4% | +42.1% | +118.3% | +95.0% |
| 5Y | +112.9% | -10.2% | +123.1% | +77.4% |
| All | +607.1% | +737.3% | -130.2% | +116.2% |
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