+84.1%
ETN vs MSCI
+6.9%
+77.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +3.2% |
| 7D | +8.0% | -2.1% | +10.1% | +8.3% |
| 30D | -5.9% | -1.7% | -4.2% | -5.8% |
| 3M | +5.0% | -8.2% | +13.2% | +5.9% |
| 6M | +22.4% | -2.4% | +24.8% | +21.3% |
| YTD | +33.6% | -2.8% | +36.5% | +32.1% |
| 1Y | +22.1% | -2.7% | +24.8% | +20.1% |
| All | +84.1% | +6.9% | +77.2% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling