+112.6%
ETN vs MAS
+39.2%
+73.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +5.3% |
| 7D | -7.6% | +2.0% | -9.6% | -8.8% |
| 30D | -20.8% | +19.4% | -40.2% | -27.3% |
| 3M | -23.6% | +9.4% | -33.0% | -27.2% |
| 6M | -18.5% | +15.3% | -33.8% | -24.7% |
| YTD | +8.2% | +31.3% | -23.1% | -7.1% |
| 1Y | -8.7% | +34.9% | -43.6% | -22.7% |
| 3Y | +63.3% | +58.6% | +4.7% | +21.2% |
| All | +112.6% | +39.2% | +73.4% | +69.9% |
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 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