+16.9%
ETN vs MSCI
+1.9%
+15.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.3% |
| 7D | +2.0% | +0.4% | +1.6% | +2.1% |
| 30D | -7.9% | +0.6% | -8.5% | -7.5% |
| 3M | -1.6% | -7.1% | +5.5% | -2.0% |
| 6M | +16.9% | +0.8% | +16.0% | +18.5% |
| All | +16.9% | +1.9% | +15.0% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling