+139,197.7%
MSFT vs ENB
+11,281.5%
+127,916.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -6.2% | -1.8% | -4.5% | -5.8% |
| 30D | -3.7% | +2.0% | -5.7% | -4.3% |
| 3M | +3.6% | -5.8% | +9.5% | +5.1% |
| 6M | +26.8% | -9.7% | +36.5% | +29.7% |
| YTD | +8.4% | +4.2% | +4.2% | +6.4% |
| 1Y | +3.3% | +3.2% | +0.1% | +1.6% |
| 3Y | +44.3% | +70.6% | -26.3% | +23.0% |
| 5Y | +63.3% | +55.1% | +8.2% | +42.4% |
| 10Y | +894.4% | +107.6% | +786.8% | +682.9% |
| All | +139,197.7% | +11,281.5% | +127,916.3% | +79,901.5% |
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 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