+122.0%
MS vs ENTG
+3.6%
+118.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.7% | +22.8% | -19.1% | -1.6% |
| 30D | +2.0% | -4.9% | +6.8% | +2.3% |
| 3M | -12.6% | -4.8% | -7.7% | -12.7% |
| 6M | -0.3% | +5.6% | -5.9% | -5.7% |
| YTD | +9.0% | +82.4% | -73.4% | -12.8% |
| 1Y | +13.9% | +82.9% | -69.0% | -9.3% |
| 3Y | +173.6% | +62.1% | +111.5% | +111.2% |
| 5Y | +122.0% | +4.3% | +117.7% | +89.1% |
| All | +122.0% | +3.6% | +118.4% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling