+568.3%
ETN vs MAS
+214.9%
+353.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +5.3% |
| 7D | -7.6% | +2.4% | -10.0% | -9.2% |
| 30D | -20.8% | +19.8% | -40.6% | -28.8% |
| 3M | -23.6% | +9.8% | -33.4% | -28.2% |
| 6M | -18.5% | +15.8% | -34.2% | -26.3% |
| YTD | +8.2% | +31.8% | -23.6% | -10.3% |
| 1Y | -8.7% | +35.4% | -44.1% | -25.5% |
| 3Y | +63.3% | +59.2% | +4.0% | +15.3% |
| 5Y | +115.6% | +41.2% | +74.3% | +59.8% |
| All | +568.3% | +214.9% | +353.4% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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