+171.2%
ETN vs MAS
+32.0%
+139.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.7% |
| 7D | +2.0% | -0.8% | +2.8% | +2.4% |
| 30D | -7.9% | -5.6% | -2.4% | -5.6% |
| 3M | -1.6% | +4.4% | -6.1% | -4.2% |
| 6M | +16.9% | +7.2% | +9.7% | +11.7% |
| YTD | +30.1% | +16.1% | +14.0% | +19.0% |
| 1Y | +19.3% | +0.1% | +19.2% | +16.5% |
| 3Y | +82.5% | +28.3% | +54.2% | +51.8% |
| All | +171.2% | +32.0% | +139.2% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling