+1,196.8%
MTSI vs ENPH
+384.9%
+811.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | -2.4% | +3.7% | +1.8% |
| 30D | +2.1% | -6.6% | +8.7% | +3.1% |
| 3M | -29.7% | -46.8% | +17.1% | -22.6% |
| 6M | +12.5% | -14.7% | +27.3% | +14.6% |
| YTD | +57.0% | +13.5% | +43.5% | +50.3% |
| 1Y | +103.9% | -0.4% | +104.3% | +98.0% |
| 3Y | +223.6% | -71.7% | +295.3% | +257.0% |
| 5Y | +321.6% | -79.1% | +400.6% | +368.7% |
| 10Y | +517.7% | +1,898.4% | -1,380.6% | +286.5% |
| All | +1,196.8% | +384.9% | +811.8% | +721.6% |
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 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