-5.5%
ETN vs MKSI
+40.1%
-45.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.0% | -4.9% | -7.4% |
| 7D | -10.1% | -10.7% | +0.5% | -4.9% |
| 30D | -18.4% | -30.5% | +12.1% | -3.4% |
| 3M | -20.4% | -39.2% | +18.7% | -0.8% |
| 6M | -16.0% | -33.0% | +17.0% | -0.4% |
| YTD | +11.8% | +22.3% | -10.5% | +6.2% |
| 1Y | -5.5% | +42.7% | -48.2% | -13.7% |
| All | -5.5% | +40.1% | -45.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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