+35.4%
MSI vs ENB
+4.1%
+31.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +7.4% | -2.4% | +9.8% | +8.0% |
| 30D | +18.7% | +2.5% | +16.2% | +18.0% |
| 3M | +14.5% | -5.8% | +20.2% | +15.8% |
| 6M | +38.1% | -8.5% | +46.6% | +39.3% |
| YTD | +38.7% | +3.9% | +34.8% | +33.5% |
| 1Y | +35.4% | +3.7% | +31.7% | +29.7% |
| All | +35.4% | +4.1% | +31.3% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling