-88.4%
MSTU vs ENPH
-68.9%
-19.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.9% |
| 7D | -22.0% | +1.5% | -23.5% | -22.8% |
| 30D | +60.3% | -12.9% | +73.2% | +69.4% |
| 3M | -3.7% | -27.1% | +23.4% | +7.7% |
| 6M | -45.2% | -15.4% | -29.7% | -44.5% |
| YTD | -64.3% | +15.0% | -79.3% | -68.3% |
| 1Y | -94.0% | -0.7% | -93.3% | -94.3% |
| All | -88.4% | -68.9% | -19.5% | -78.7% |
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