-87.2%
MSTU vs ENPH
+8.1%
-95.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.7% | +6.6% | +8.9% |
| 7D | -4.8% | +26.3% | -31.1% | -13.0% |
| 30D | -29.6% | -5.7% | -23.9% | -28.2% |
| 3M | +69.4% | -24.5% | +93.9% | +87.4% |
| 6M | -62.2% | -3.0% | -59.2% | -64.9% |
| YTD | -61.1% | -1.6% | -59.5% | -64.4% |
| 1Y | -87.2% | +8.8% | -95.9% | -89.2% |
| All | -87.2% | +8.1% | -95.3% | -89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling