+100.0%
MSI vs ENPH
-77.5%
+177.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.3% |
| 7D | -4.0% | +3.4% | -7.4% | -4.2% |
| 30D | -0.5% | -10.3% | +9.8% | +0.2% |
| 3M | +11.4% | -31.4% | +42.8% | +13.8% |
| 6M | +1.0% | -10.1% | +11.1% | +0.3% |
| YTD | +20.7% | +14.6% | +6.1% | +16.5% |
| 1Y | -2.7% | -3.2% | +0.5% | -5.1% |
| 3Y | +68.2% | -69.5% | +137.7% | +74.9% |
| 5Y | +100.0% | -77.2% | +177.2% | +102.6% |
| All | +100.0% | -77.5% | +177.5% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling