+561.5%
ETN vs MAS
+230.1%
+331.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +2.8% |
| 7D | -1.8% | +3.3% | -5.1% | -3.9% |
| 30D | -16.4% | +25.5% | -41.8% | -26.5% |
| 3M | -19.9% | +11.8% | -31.7% | -25.3% |
| 6M | -10.3% | +21.3% | -31.6% | -20.8% |
| YTD | +13.8% | +37.7% | -24.0% | -7.7% |
| 1Y | -3.1% | +41.0% | -44.1% | -22.5% |
| 3Y | +70.1% | +63.0% | +7.1% | +19.1% |
| 5Y | +122.3% | +44.1% | +78.2% | +63.8% |
| 10Y | +561.5% | +224.3% | +337.2% | +208.3% |
| All | +561.5% | +230.1% | +331.3% | +208.3% |
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