+85.8%
MSFU vs ENPH
-90.3%
+176.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.1% | -4.9% |
| 7D | -12.7% | -10.3% | -2.4% | -11.9% |
| 30D | -9.0% | -10.1% | +1.1% | -8.3% |
| 3M | +2.9% | -33.1% | +36.0% | +5.9% |
| 6M | +43.5% | -24.8% | +68.4% | +44.6% |
| YTD | -2.4% | -11.7% | +9.3% | -3.1% |
| 1Y | -13.5% | -8.2% | -5.3% | -14.4% |
| 3Y | +19.2% | -63.7% | +82.9% | +21.2% |
| All | +85.8% | -90.3% | +176.0% | +114.3% |
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