+1,067.5%
MSI vs ENPH
+384.9%
+682.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.7% | -2.4% | -1.3% | -3.5% |
| 30D | +6.8% | -6.6% | +13.5% | +7.3% |
| 3M | +14.3% | -46.8% | +61.1% | +18.7% |
| 6M | -1.6% | -14.7% | +13.2% | -1.7% |
| YTD | +22.8% | +13.5% | +9.3% | +19.2% |
| 1Y | -1.1% | -0.4% | -0.7% | -3.5% |
| 3Y | +70.5% | -71.7% | +142.2% | +76.1% |
| 5Y | +102.8% | -79.1% | +181.9% | +109.4% |
| 10Y | +597.4% | +1,898.4% | -1,300.9% | +397.5% |
| All | +1,067.5% | +384.9% | +682.6% | +756.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling