-2.7%
MSCI vs ENPH
-1.9%
-0.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.8% | -10.5% | -3.5% |
| 7D | -2.1% | +9.3% | -11.3% | -1.8% |
| 30D | -1.7% | -7.3% | +5.5% | -1.9% |
| 3M | -8.2% | -31.7% | +23.5% | -8.9% |
| 6M | -2.4% | -3.5% | +1.0% | -2.5% |
| YTD | -2.8% | +21.2% | -24.0% | -3.7% |
| 1Y | -2.7% | +0.1% | -2.7% | -1.4% |
| All | -2.7% | -1.9% | -0.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling