+72.2%
MSFU vs ENPH
-86.7%
+158.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.1% | -2.8% |
| 7D | -3.2% | +9.3% | -12.4% | -3.8% |
| 30D | -3.1% | -7.3% | +4.1% | -2.6% |
| 3M | +35.3% | -31.7% | +67.0% | +38.0% |
| 6M | +31.6% | -3.5% | +35.1% | +29.9% |
| YTD | -9.5% | +21.2% | -30.7% | -12.2% |
| 1Y | -18.4% | +0.1% | -18.5% | -20.1% |
| 3Y | +26.9% | -67.7% | +94.6% | +29.7% |
| All | +72.2% | -86.7% | +158.9% | +94.3% |
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 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