+15,869.4%
ETN vs MAS
+1,664.8%
+14,204.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.4% | -3.9% | -6.1% |
| 7D | -16.9% | +4.6% | -21.5% | -18.6% |
| 30D | -26.5% | +19.9% | -46.4% | -31.8% |
| 3M | -26.7% | +8.9% | -35.6% | -29.6% |
| 6M | -20.0% | +20.2% | -40.1% | -26.3% |
| YTD | +3.5% | +33.9% | -30.4% | -9.0% |
| 1Y | -14.4% | +34.7% | -49.1% | -25.0% |
| 3Y | +57.4% | +60.4% | -3.0% | +27.0% |
| 5Y | +106.3% | +43.5% | +62.8% | +71.5% |
| 10Y | +557.1% | +226.7% | +330.4% | +306.8% |
| All | +15,869.4% | +1,664.8% | +14,204.6% | +5,236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling