+76.3%
MSFU vs ENPH
-87.5%
+163.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.3% | -4.2% |
| 7D | -5.7% | -2.4% | -3.3% | -5.5% |
| 30D | +4.2% | -6.6% | +10.8% | +4.7% |
| 3M | +27.9% | -46.8% | +74.7% | +32.7% |
| 6M | +37.1% | -14.7% | +51.9% | +36.6% |
| YTD | -7.4% | +13.5% | -20.9% | -9.6% |
| 1Y | -19.6% | -0.4% | -19.2% | -21.2% |
| 3Y | +33.2% | -71.7% | +104.9% | +37.4% |
| All | +76.3% | -87.5% | +163.8% | +99.9% |
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