+885.0%
MSFT vs ENB
+98.3%
+786.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -2.7% | -1.1% | -1.6% | -2.3% |
| 3M | +22.1% | -8.5% | +30.6% | +25.9% |
| 6M | +20.6% | -4.5% | +25.1% | +21.9% |
| YTD | +2.3% | +9.1% | -6.8% | -2.3% |
| 1Y | -0.5% | +8.0% | -8.5% | -4.7% |
| 3Y | +50.5% | +77.8% | -27.3% | +15.2% |
| 5Y | +72.3% | +69.4% | +3.0% | +33.5% |
| 10Y | +885.0% | +100.5% | +784.5% | +544.5% |
| All | +885.0% | +98.3% | +786.7% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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