-13.5%
ETN vs MSCI
+14.3%
-27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +2.1% |
| 7D | +2.4% | -1.9% | +4.3% | +1.6% |
| 30D | -15.2% | +16.5% | -31.7% | -9.4% |
| 3M | -21.2% | +18.2% | -39.4% | -15.4% |
| 6M | -13.5% | +14.0% | -27.4% | -6.2% |
| All | -13.5% | +14.3% | -27.8% | -6.2% |
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