+596.9%
MSI vs ENB
+98.3%
+498.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -0.5% | -1.1% | +0.6% | -0.1% |
| 3M | +11.4% | -8.5% | +19.9% | +14.9% |
| 6M | +1.0% | -4.5% | +5.5% | +2.4% |
| YTD | +20.7% | +9.1% | +11.6% | +16.2% |
| 1Y | -2.7% | +8.0% | -10.6% | -6.0% |
| 3Y | +68.2% | +77.8% | -9.6% | +33.1% |
| 5Y | +100.0% | +69.4% | +30.6% | +60.1% |
| 10Y | +596.9% | +100.5% | +496.4% | +388.2% |
| All | +596.9% | +98.3% | +498.6% | +388.2% |
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