-5.6%
ETN vs MAS
+39.0%
-44.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -9.3% | +3.6% | -12.9% | -10.1% |
| 30D | -17.3% | +23.8% | -41.1% | -22.8% |
| 3M | -20.1% | +14.4% | -34.6% | -23.5% |
| 6M | -11.3% | +19.7% | -31.0% | -16.9% |
| YTD | +12.5% | +36.0% | -23.5% | -3.9% |
| 1Y | -5.6% | +40.4% | -46.0% | -21.0% |
| All | -5.6% | +39.0% | -44.6% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling