+52.3%
MSFT vs ENB
+63.8%
-11.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.1% |
| 7D | +1.7% | -5.2% | +6.9% | +1.4% |
| 30D | +0.2% | +2.2% | -2.0% | +0.3% |
| 3M | +6.4% | -8.1% | +14.4% | +6.1% |
| 6M | +28.7% | -11.2% | +39.9% | +28.1% |
| YTD | +10.4% | +2.0% | +8.4% | +9.1% |
| 1Y | +7.6% | +4.1% | +3.6% | +6.2% |
| 3Y | +52.3% | +64.7% | -12.4% | +58.0% |
| All | +52.3% | +63.8% | -11.5% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling