-5.5%
ETN vs MSFU
-2.2%
-3.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +13.5% | -23.3% | -9.8% |
| 7D | -10.1% | +8.2% | -18.3% | -10.0% |
| 30D | -18.4% | +10.2% | -28.6% | -18.3% |
| 3M | -20.4% | +22.9% | -43.3% | -20.3% |
| 6M | -16.0% | +63.2% | -79.2% | -15.3% |
| YTD | +11.8% | +11.7% | +0.1% | +11.7% |
| 1Y | -5.5% | -3.5% | -2.0% | -3.2% |
| All | -5.5% | -2.2% | -3.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling