+568.3%
ETN vs MAS
+213.7%
+354.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +5.5% |
| 7D | -7.6% | +2.0% | -9.6% | -9.1% |
| 30D | -20.8% | +19.4% | -40.2% | -28.7% |
| 3M | -23.6% | +9.4% | -33.0% | -28.1% |
| 6M | -18.5% | +15.3% | -33.8% | -26.2% |
| YTD | +8.2% | +31.3% | -23.1% | -10.1% |
| 1Y | -8.7% | +34.9% | -43.6% | -25.4% |
| 3Y | +63.3% | +58.6% | +4.7% | +15.5% |
| 5Y | +115.6% | +40.7% | +74.9% | +60.1% |
| All | +568.3% | +213.7% | +354.6% | +213.9% |
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