+451.3%
MTSI vs ENPH
+2,272.5%
-1,821.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.6% | +11.2% |
| 7D | -10.0% | +11.0% | -21.0% | -11.6% |
| 30D | -37.2% | -15.0% | -22.2% | -35.5% |
| 3M | -30.1% | -28.2% | -1.8% | -26.1% |
| 6M | -31.9% | -20.5% | -11.4% | -29.5% |
| YTD | +23.2% | -11.2% | +34.3% | +21.6% |
| 1Y | +26.4% | -8.7% | +35.1% | +24.1% |
| 3Y | +186.2% | -63.6% | +249.7% | +206.6% |
| 5Y | +187.0% | -88.0% | +275.1% | +259.1% |
| All | +451.3% | +2,272.5% | -1,821.2% | +301.8% |
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 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