+544.6%
ETN vs MOS
-3.5%
+548.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +3.6% | -2.0% | +5.6% | +4.1% |
| 30D | -13.4% | +15.3% | -28.7% | -17.4% |
| 3M | -21.9% | +1.5% | -23.4% | -23.3% |
| 6M | -12.8% | -2.0% | -10.8% | -14.0% |
| YTD | +12.1% | -6.5% | +18.6% | +10.2% |
| 1Y | +0.8% | -11.1% | +11.9% | +0.2% |
| 3Y | +64.5% | -30.3% | +94.7% | +69.4% |
| 5Y | +121.7% | -33.5% | +155.3% | +111.8% |
| All | +544.6% | -3.5% | +548.1% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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