+45.4%
MSFT vs ENPH
-63.3%
+108.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -2.4% |
| 7D | -6.2% | -10.3% | +4.1% | -5.8% |
| 30D | -3.7% | -10.1% | +6.4% | -3.3% |
| 3M | +3.6% | -33.1% | +36.7% | +5.2% |
| 6M | +26.8% | -24.8% | +51.6% | +27.2% |
| YTD | +8.4% | -11.7% | +20.1% | +7.9% |
| 1Y | +3.3% | -8.2% | +11.5% | +2.6% |
| All | +45.4% | -63.3% | +108.8% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling