+913.4%
MSFT vs ENPH
+2,188.9%
-1,275.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.7% | +0.9% |
| 7D | -2.4% | -7.6% | +5.1% | -1.7% |
| 30D | -3.8% | -16.4% | +12.6% | -2.4% |
| 3M | +6.4% | -34.3% | +40.7% | +10.2% |
| 6M | +28.8% | -28.5% | +57.3% | +30.5% |
| YTD | +8.8% | -16.4% | +25.3% | +7.3% |
| 1Y | +3.2% | -12.8% | +16.0% | +1.2% |
| 3Y | +44.8% | -65.7% | +110.4% | +47.9% |
| 5Y | +61.8% | -89.4% | +151.2% | +80.5% |
| All | +913.4% | +2,188.9% | -1,275.5% | +657.1% |
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