+180.5%
MSTR vs ENPH
-65.0%
+245.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -1.2% | +11.0% | -12.2% | -3.4% |
| 30D | -15.9% | -15.0% | -0.9% | -13.2% |
| 3M | +33.1% | -28.2% | +61.4% | +42.2% |
| 6M | -31.0% | -20.5% | -10.5% | -30.2% |
| YTD | -15.1% | -11.2% | -4.0% | -17.7% |
| 1Y | -45.6% | -8.7% | -37.0% | -47.7% |
| 3Y | +180.5% | -63.6% | +244.1% | +242.6% |
| All | +180.5% | -65.0% | +245.6% | +242.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling