+76.6%
MSI vs ENB
+67.2%
+9.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +8.3% | -3.7% | +12.0% | +9.5% |
| 30D | +18.9% | +1.7% | +17.1% | +18.2% |
| 3M | +13.2% | -6.3% | +19.5% | +15.2% |
| 6M | +38.3% | -9.2% | +47.5% | +41.5% |
| YTD | +38.9% | +3.1% | +35.8% | +36.1% |
| 1Y | +36.7% | +3.4% | +33.3% | +33.7% |
| 3Y | +76.6% | +68.9% | +7.6% | +57.4% |
| All | +76.6% | +67.2% | +9.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling