+133,470.8%
MSFT vs ENB
+11,799.4%
+121,671.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +2.7% | -2.2% | +4.9% | +3.3% |
| 3M | +17.0% | -10.5% | +27.5% | +20.2% |
| 6M | +23.8% | -5.1% | +28.9% | +25.0% |
| YTD | +4.0% | +9.0% | -5.0% | +1.0% |
| 1Y | -0.8% | +8.2% | -9.0% | -3.6% |
| 3Y | +55.6% | +67.8% | -12.2% | +33.3% |
| 5Y | +72.9% | +69.4% | +3.5% | +47.3% |
| 10Y | +875.8% | +117.5% | +758.3% | +659.0% |
| All | +133,470.8% | +11,799.4% | +121,671.4% | +75,817.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling