+73.1%
MSFT vs ENPH
-76.2%
+149.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -7.9% | -1.8% |
| 7D | -1.4% | +9.3% | -10.7% | -2.2% |
| 30D | -1.0% | -7.3% | +6.2% | -0.4% |
| 3M | +20.2% | -31.7% | +51.9% | +23.6% |
| 6M | +21.3% | -3.5% | +24.8% | +19.4% |
| YTD | +2.8% | +21.2% | -18.4% | -1.9% |
| 1Y | 0.0% | +0.1% | -0.1% | -3.2% |
| 3Y | +51.2% | -67.7% | +118.9% | +58.0% |
| All | +73.1% | -76.2% | +149.4% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling