+64.1%
MSFT vs ENB
+46.5%
+17.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | +1.7% | -5.2% | +6.9% | +2.9% |
| 30D | +0.2% | +2.2% | -2.0% | -0.4% |
| 3M | +6.4% | -8.1% | +14.4% | +8.3% |
| 6M | +28.7% | -11.2% | +39.9% | +31.8% |
| YTD | +10.4% | +2.0% | +8.4% | +8.0% |
| 1Y | +7.6% | +4.1% | +3.6% | +4.5% |
| 3Y | +52.3% | +64.7% | -12.4% | +22.3% |
| All | +64.1% | +46.5% | +17.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling