+706.7%
ETN vs MSCI
+634.9%
+71.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.5% |
| 7D | +3.5% | -3.2% | +6.7% | +4.7% |
| 30D | -7.5% | -1.1% | -6.4% | -7.3% |
| 3M | +8.3% | -6.3% | +14.7% | +9.7% |
| 6M | +20.2% | +2.1% | +18.1% | +16.6% |
| YTD | +34.7% | -2.3% | +36.9% | +32.1% |
| 1Y | +19.4% | -3.9% | +23.4% | +17.2% |
| 3Y | +85.5% | +7.5% | +78.1% | +69.2% |
| 5Y | +186.6% | -9.8% | +196.4% | +173.0% |
| All | +706.7% | +634.9% | +71.8% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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