-86.8%
MSTU vs ENPH
-67.3%
-19.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +6.8% | -15.4% | -11.3% |
| 7D | +16.1% | +9.3% | +6.9% | +12.0% |
| 30D | +68.7% | -7.3% | +75.9% | +73.8% |
| 3M | -11.0% | -31.7% | +20.7% | +2.3% |
| 6M | -33.4% | -3.5% | -29.9% | -35.9% |
| YTD | -59.5% | +21.2% | -80.7% | -64.7% |
| 1Y | -93.4% | +0.1% | -93.4% | -93.7% |
| All | -86.8% | -67.3% | -19.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling