-87.5%
MSTU vs ENPH
-69.0%
-18.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.3% |
| 7D | +12.9% | +3.4% | +9.5% | +11.3% |
| 30D | +68.3% | -10.3% | +78.6% | +75.8% |
| 3M | +0.4% | -31.4% | +31.7% | +14.9% |
| 6M | -41.5% | -10.1% | -31.4% | -42.2% |
| YTD | -61.7% | +14.6% | -76.3% | -65.9% |
| 1Y | -93.7% | -3.2% | -90.4% | -93.9% |
| All | -87.5% | -69.0% | -18.5% | -77.1% |
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