-14.4%
ETN vs MRSH
+17.6%
-32.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.7% |
| 7D | -16.9% | +6.3% | -23.2% | -12.9% |
| 30D | -26.5% | +21.9% | -48.5% | -15.2% |
| 3M | -26.7% | +9.4% | -36.1% | -20.8% |
| 6M | -20.0% | +25.9% | -45.9% | -4.3% |
| YTD | +3.5% | +14.7% | -11.2% | +20.0% |
| 1Y | -14.4% | +19.3% | -33.7% | +1.5% |
| All | -14.4% | +17.6% | -32.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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