-92.4%
MSTU vs ENPH
-78.0%
-14.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.4% | -3.9% |
| 7D | -25.8% | -8.4% | -17.4% | -22.9% |
| 30D | -43.9% | -11.2% | -32.7% | -41.0% |
| 3M | +2.9% | -36.1% | +39.0% | +23.1% |
| 6M | -75.5% | -37.9% | -37.6% | -71.7% |
| YTD | -76.7% | -18.7% | -58.1% | -76.2% |
| 1Y | -88.9% | -9.8% | -79.1% | -89.2% |
| All | -92.4% | -78.0% | -14.4% | -84.1% |
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 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