+605.8%
MSCI vs ENPH
+2,033.5%
-1,427.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.8% | -10.5% | -4.5% |
| 7D | -2.1% | +9.3% | -11.3% | -3.0% |
| 30D | -1.7% | -7.3% | +5.5% | -1.1% |
| 3M | -8.2% | -31.7% | +23.5% | -5.2% |
| 6M | -2.4% | -3.5% | +1.0% | -4.5% |
| YTD | -2.8% | +21.2% | -24.0% | -8.6% |
| 1Y | -2.7% | +0.1% | -2.7% | -6.8% |
| 3Y | +7.3% | -67.7% | +75.0% | +11.2% |
| 5Y | -11.4% | -76.2% | +64.8% | -6.9% |
| 10Y | +605.8% | +2,057.2% | -1,451.4% | +428.7% |
| All | +605.8% | +2,033.5% | -1,427.7% | +428.7% |
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