+1,877.4%
MSFT vs ENPH
+384.9%
+1,492.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.5% |
| 30D | +2.7% | -6.6% | +9.3% | +3.2% |
| 3M | +17.0% | -46.8% | +63.8% | +22.2% |
| 6M | +23.8% | -14.7% | +38.6% | +23.6% |
| YTD | +4.0% | +13.5% | -9.5% | +0.8% |
| 1Y | -0.8% | -0.4% | -0.4% | -3.3% |
| 3Y | +55.6% | -71.7% | +127.3% | +61.7% |
| 5Y | +72.9% | -79.1% | +152.0% | +79.6% |
| 10Y | +875.8% | +1,898.4% | -1,022.5% | +619.9% |
| All | +1,877.4% | +384.9% | +1,492.4% | +1,365.8% |
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