+531.4%
ETN vs MAS
+219.2%
+312.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | -9.3% | +3.6% | -12.9% | -11.2% |
| 30D | -17.3% | +23.8% | -41.1% | -26.8% |
| 3M | -20.1% | +14.4% | -34.6% | -26.5% |
| 6M | -11.3% | +19.7% | -31.0% | -21.1% |
| YTD | +12.5% | +36.0% | -23.5% | -8.1% |
| 1Y | -5.6% | +40.4% | -46.0% | -24.4% |
| 3Y | +65.6% | +58.9% | +6.7% | +17.6% |
| 5Y | +122.4% | +44.5% | +77.9% | +63.4% |
| 10Y | +531.4% | +214.8% | +316.7% | +198.9% |
| All | +531.4% | +219.2% | +312.2% | +198.9% |
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