+375.4%
MS vs ENTG
+1,234.5%
-859.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -2.0% |
| 7D | +1.4% | +2.8% | -1.5% | +0.2% |
| 30D | -0.3% | -4.7% | +4.4% | +0.7% |
| 3M | +0.3% | -0.7% | +1.0% | -3.6% |
| 6M | +31.3% | +7.7% | +23.6% | +20.6% |
| YTD | +24.7% | +65.1% | -40.4% | -3.2% |
| 1Y | +47.9% | +74.8% | -26.9% | +10.4% |
| 3Y | +178.3% | +36.9% | +141.4% | +112.2% |
| 5Y | +144.9% | +16.1% | +128.8% | +81.9% |
| 10Y | +804.5% | +740.3% | +64.2% | +196.1% |
| All | +375.4% | +1,234.5% | -859.1% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling