+3,874.2%
MSI vs ENB
+11,799.4%
-7,925.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +6.8% | -2.2% | +9.1% | +7.4% |
| 3M | +14.3% | -10.5% | +24.8% | +17.6% |
| 6M | -1.6% | -5.1% | +3.5% | -0.4% |
| YTD | +22.8% | +9.0% | +13.8% | +19.7% |
| 1Y | -1.1% | +8.2% | -9.3% | -3.5% |
| 3Y | +70.5% | +67.8% | +2.7% | +47.1% |
| 5Y | +102.8% | +69.4% | +33.4% | +74.0% |
| 10Y | +597.4% | +117.5% | +479.9% | +444.6% |
| All | +3,874.2% | +11,799.4% | -7,925.2% | +2,269.1% |
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