+4,389.5%
MSI vs ENB
+11,245.8%
-6,856.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +7.4% | -2.4% | +9.8% | +8.1% |
| 30D | +18.7% | +2.5% | +16.2% | +17.9% |
| 3M | +14.5% | -5.8% | +20.2% | +16.2% |
| 6M | +38.1% | -8.5% | +46.6% | +41.1% |
| YTD | +38.7% | +3.9% | +34.8% | +36.8% |
| 1Y | +35.4% | +3.7% | +31.7% | +33.6% |
| 3Y | +75.1% | +70.1% | +5.0% | +50.6% |
| 5Y | +126.4% | +53.2% | +73.2% | +99.4% |
| 10Y | +671.4% | +100.2% | +571.2% | +515.6% |
| All | +4,389.5% | +11,245.8% | -6,856.3% | +2,608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling