+1,973.0%
MSFT vs ENPH
+247.6%
+1,725.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.4% |
| 7D | -1.3% | -8.4% | +7.2% | -0.6% |
| 30D | -1.8% | -11.2% | +9.3% | -1.1% |
| 3M | +5.6% | -36.1% | +41.7% | +9.0% |
| 6M | +29.8% | -37.9% | +67.7% | +32.9% |
| YTD | +9.0% | -18.7% | +27.7% | +8.1% |
| 1Y | +4.9% | -9.8% | +14.8% | +3.1% |
| 3Y | +46.2% | -66.8% | +113.0% | +49.5% |
| 5Y | +62.1% | -89.6% | +151.8% | +77.6% |
| 10Y | +899.6% | +2,186.8% | -1,287.2% | +640.1% |
| All | +1,973.0% | +247.6% | +1,725.4% | +1,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling