+176.8%
MS vs ENTG
+57.0%
+119.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.6% |
| 7D | +5.1% | +15.2% | -10.1% | +1.5% |
| 30D | +5.7% | -3.6% | +9.3% | +5.7% |
| 3M | -12.2% | -10.0% | -2.2% | -11.2% |
| 6M | -0.5% | +1.8% | -2.3% | -4.9% |
| YTD | +9.8% | +75.5% | -65.7% | -11.2% |
| 1Y | +17.7% | +82.4% | -64.7% | -6.1% |
| 3Y | +176.8% | +58.5% | +118.3% | +92.4% |
| All | +176.8% | +57.0% | +119.8% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling