+554.5%
MSTR vs ENPH
+2,696.2%
-2,141.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | -4.0% | +4.1% | -8.1% | -4.7% |
| 30D | -18.6% | -11.4% | -7.3% | -16.9% |
| 3M | +25.6% | -30.5% | +56.1% | +34.7% |
| 6M | -33.1% | -20.2% | -12.8% | -32.1% |
| YTD | -17.3% | -9.3% | -8.1% | -20.1% |
| 1Y | -48.1% | -3.8% | -44.3% | -50.5% |
| 3Y | +154.2% | -61.5% | +215.7% | +173.3% |
| 5Y | +46.2% | -87.9% | +134.1% | +93.2% |
| 10Y | +554.5% | +2,519.8% | -1,965.3% | +513.1% |
| All | +554.5% | +2,696.2% | -2,141.6% | +513.1% |
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