+531.4%
ETN vs MOS
+3.2%
+528.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -9.3% | +24.8% | -34.1% | -15.0% |
| 30D | -17.3% | +22.7% | -40.0% | -22.3% |
| 3M | -20.1% | -1.2% | -18.9% | -20.9% |
| 6M | -11.3% | +5.5% | -16.8% | -14.2% |
| YTD | +12.5% | -2.0% | +14.4% | +9.4% |
| 1Y | -5.6% | -7.9% | +2.3% | -6.9% |
| 3Y | +65.6% | -25.0% | +90.6% | +67.4% |
| 5Y | +122.4% | -27.7% | +150.2% | +107.4% |
| 10Y | +531.4% | -1.6% | +533.0% | +334.6% |
| All | +531.4% | +3.2% | +528.2% | +334.6% |
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