+179.2%
ETN vs MOS
-7.1%
+186.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.4% |
| 7D | +8.0% | +7.1% | +1.0% | +6.9% |
| 30D | -5.9% | +15.0% | -21.0% | -8.0% |
| 3M | +5.0% | +24.1% | -19.1% | +1.2% |
| 6M | +22.4% | +2.7% | +19.7% | +20.6% |
| YTD | +33.6% | +12.2% | +21.5% | +29.7% |
| 1Y | +22.1% | -16.3% | +38.4% | +23.8% |
| 3Y | +85.6% | -23.3% | +108.9% | +85.7% |
| 5Y | +179.2% | -4.2% | +183.4% | +145.1% |
| All | +179.2% | -7.1% | +186.3% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling