+320.4%
MTSI vs ENPH
-78.8%
+399.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | -2.4% | +3.7% | +1.9% |
| 30D | +2.1% | -6.6% | +8.7% | +3.5% |
| 3M | -29.7% | -46.8% | +17.1% | -20.5% |
| 6M | +12.5% | -14.7% | +27.3% | +15.5% |
| YTD | +57.0% | +13.5% | +43.5% | +49.0% |
| 1Y | +103.9% | -0.4% | +104.3% | +96.9% |
| 3Y | +223.6% | -71.7% | +295.3% | +276.3% |
| All | +320.4% | -78.8% | +399.2% | +399.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling