+22.6%
ETN vs MOS
-16.6%
+39.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.4% |
| 7D | +8.0% | +7.1% | +1.0% | +7.2% |
| 30D | -5.9% | +15.0% | -21.0% | -7.4% |
| 3M | +5.0% | +24.1% | -19.1% | +1.8% |
| 6M | +22.4% | +2.7% | +19.7% | +19.7% |
| YTD | +33.6% | +12.2% | +21.5% | +29.7% |
| All | +22.6% | -16.6% | +39.2% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling