+1,199.1%
ETN vs MSCI
+3,191.3%
-1,992.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +3.6% | +3.0% | +0.6% | +2.4% |
| 30D | -13.4% | +17.8% | -31.2% | -19.3% |
| 3M | -21.9% | +15.2% | -37.1% | -26.8% |
| 6M | -12.8% | +16.5% | -29.3% | -19.8% |
| YTD | +12.1% | +16.4% | -4.3% | +2.0% |
| 1Y | +0.8% | +16.8% | -16.0% | -8.5% |
| 3Y | +64.5% | +35.8% | +28.7% | +36.3% |
| 5Y | +121.7% | +7.0% | +114.8% | +96.9% |
| 10Y | +542.2% | +818.6% | -276.4% | +118.5% |
| All | +1,199.1% | +3,191.3% | -1,992.2% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling