+601.1%
MSI vs ENPH
+1,908.3%
-1,307.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.8% | -10.8% | +10.1% | -0.1% |
| 3M | +13.9% | -33.8% | +47.8% | +16.8% |
| 6M | +1.3% | -16.1% | +17.5% | +1.2% |
| YTD | +22.3% | +13.4% | +8.9% | +18.6% |
| 1Y | -3.9% | -2.6% | -1.3% | -6.1% |
| 3Y | +69.9% | -70.3% | +140.1% | +75.0% |
| 5Y | +103.8% | -77.0% | +180.8% | +109.5% |
| All | +601.1% | +1,908.3% | -1,307.2% | +458.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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