+663.4%
MSI vs ENB
+109.5%
+553.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +3.2% | +3.1% | +0.1% | +2.1% |
| 30D | +17.6% | +2.1% | +15.5% | +16.6% |
| 3M | +14.5% | -4.4% | +19.0% | +16.3% |
| 6M | +34.3% | -10.1% | +44.3% | +39.2% |
| YTD | +39.7% | +5.2% | +34.5% | +36.2% |
| 1Y | +40.2% | +4.2% | +35.9% | +37.0% |
| 3Y | +77.1% | +70.1% | +7.1% | +42.2% |
| 5Y | +124.0% | +59.4% | +64.7% | +83.3% |
| All | +663.4% | +109.5% | +553.9% | +430.4% |
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