+872.1%
MSFT vs ENPH
+1,936.5%
-1,064.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.5% | +1.5% | -5.0% | -3.6% |
| 30D | -2.1% | -12.9% | +10.8% | -0.9% |
| 3M | +24.2% | -27.1% | +51.3% | +27.1% |
| 6M | +21.9% | -15.4% | +37.3% | +21.6% |
| YTD | +2.5% | +15.0% | -12.5% | -1.5% |
| 1Y | -0.8% | -0.7% | -0.1% | -3.7% |
| 3Y | +50.8% | -69.3% | +120.1% | +56.5% |
| 5Y | +73.5% | -76.7% | +150.2% | +79.5% |
| All | +872.1% | +1,936.5% | -1,064.4% | +627.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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