+47.0%
MTSI vs ENPH
-14.3%
+61.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +7.9% | +9.8% |
| 7D | +7.2% | -10.3% | +17.5% | +10.3% |
| 30D | -18.4% | -10.1% | -8.3% | -16.5% |
| 3M | -16.7% | -33.1% | +16.4% | -9.0% |
| 6M | -31.7% | -24.8% | -6.9% | -23.5% |
| YTD | +45.9% | -11.7% | +57.6% | +52.8% |
| 1Y | +47.0% | -8.2% | +55.2% | +50.7% |
| All | +47.0% | -14.3% | +61.3% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling