+20,672.1%
ETN vs MRSH
+3,263.4%
+17,408.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.5% | -4.8% | +8.3% | +5.6% |
| 30D | -7.5% | -6.3% | -1.2% | -5.1% |
| 3M | +8.3% | +5.8% | +2.5% | +4.1% |
| 6M | +20.2% | +2.8% | +17.4% | +15.7% |
| YTD | +34.7% | -3.1% | +37.8% | +32.3% |
| 1Y | +19.4% | -11.3% | +30.7% | +21.4% |
| 3Y | +85.5% | -5.0% | +90.5% | +80.3% |
| 5Y | +186.6% | +19.2% | +167.4% | +151.4% |
| 10Y | +724.7% | +217.4% | +507.3% | +380.8% |
| All | +20,672.1% | +3,263.4% | +17,408.7% | +5,674.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling