-88.0%
MSTU vs ENPH
-69.3%
-18.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.1% |
| 7D | -16.6% | -0.1% | -16.5% | -16.9% |
| 30D | +69.7% | -10.8% | +80.5% | +77.7% |
| 3M | -7.5% | -33.8% | +26.3% | +7.4% |
| 6M | -43.1% | -16.1% | -27.0% | -42.2% |
| YTD | -63.0% | +13.4% | -76.5% | -66.9% |
| 1Y | -93.8% | -2.6% | -91.2% | -94.1% |
| All | -88.0% | -69.3% | -18.6% | -77.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling