+544.6%
ETN vs MSCI
+811.9%
-267.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +3.6% | +3.0% | +0.6% | +2.5% |
| 30D | -13.4% | +17.8% | -31.2% | -18.9% |
| 3M | -21.9% | +15.2% | -37.1% | -26.5% |
| 6M | -12.8% | +16.5% | -29.3% | -19.4% |
| YTD | +12.1% | +16.4% | -4.3% | +2.5% |
| 1Y | +0.8% | +16.8% | -16.0% | -8.0% |
| 3Y | +64.5% | +35.8% | +28.7% | +36.3% |
| 5Y | +121.7% | +7.0% | +114.8% | +97.9% |
| All | +544.6% | +811.9% | -267.2% | +156.7% |
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