+662.2%
MSI vs ENB
+108.4%
+553.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +18.1% | +1.4% | +16.8% | +17.5% |
| 3M | +13.2% | -5.2% | +18.4% | +15.3% |
| 6M | +36.3% | -9.9% | +46.2% | +41.2% |
| YTD | +39.5% | +4.7% | +34.9% | +36.2% |
| 1Y | +36.9% | +2.8% | +34.1% | +34.6% |
| 3Y | +76.1% | +71.3% | +4.8% | +41.0% |
| 5Y | +123.7% | +58.6% | +65.1% | +83.3% |
| All | +662.2% | +108.4% | +553.8% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling