+544.6%
ETN vs MAS
+215.0%
+329.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +3.6% | +3.0% | +0.6% | +2.1% |
| 30D | -13.4% | +22.4% | -35.8% | -22.9% |
| 3M | -21.9% | +14.5% | -36.4% | -28.1% |
| 6M | -12.8% | +27.1% | -39.9% | -24.9% |
| YTD | +12.1% | +35.8% | -23.7% | -8.4% |
| 1Y | +0.8% | +39.4% | -38.6% | -18.9% |
| 3Y | +64.5% | +60.3% | +4.2% | +16.2% |
| 5Y | +121.7% | +39.4% | +82.3% | +66.7% |
| All | +544.6% | +215.0% | +329.6% | +205.8% |
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