+706.7%
ETN vs MKSI
+524.1%
+182.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.2% |
| 7D | +3.5% | +2.7% | +0.8% | +2.6% |
| 30D | -7.5% | -12.8% | +5.3% | -2.9% |
| 3M | +8.3% | -22.5% | +30.8% | +17.4% |
| 6M | +20.2% | +19.4% | +0.8% | +11.6% |
| YTD | +34.7% | +67.7% | -33.1% | +10.2% |
| 1Y | +19.4% | +131.4% | -112.0% | -13.7% |
| 3Y | +85.5% | +197.3% | -111.8% | +16.8% |
| 5Y | +186.6% | +87.0% | +99.6% | +100.9% |
| All | +706.7% | +524.1% | +182.6% | +266.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling