+779.7%
MSCI vs ENPH
+2,696.2%
-1,916.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | +1.5% | +4.1% | -2.7% | +1.0% |
| 30D | +14.4% | -11.4% | +25.8% | +15.5% |
| 3M | +15.2% | -30.5% | +45.7% | +19.1% |
| 6M | +11.2% | -20.2% | +31.4% | +11.1% |
| YTD | +13.9% | -9.3% | +23.2% | +9.8% |
| 1Y | +12.5% | -3.8% | +16.3% | +7.4% |
| 3Y | +32.3% | -61.5% | +93.8% | +32.8% |
| 5Y | +4.9% | -87.9% | +92.7% | +18.6% |
| 10Y | +779.7% | +2,519.8% | -1,740.1% | +553.4% |
| All | +779.7% | +2,696.2% | -1,916.5% | +553.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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