+190.4%
ETN vs MSI
+102.7%
+87.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.7% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | -7.5% | -0.8% | -6.8% | -7.4% |
| 3M | +8.3% | +13.9% | -5.6% | +1.0% |
| 6M | +20.2% | +1.3% | +18.8% | +18.2% |
| YTD | +34.7% | +22.3% | +12.4% | +19.1% |
| 1Y | +19.4% | -3.9% | +23.3% | +20.5% |
| 3Y | +85.5% | +69.9% | +15.6% | +32.5% |
| All | +190.4% | +102.7% | +87.8% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 5y: compounded portfolio wealth divided by compounded MSI 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…
5y analysis · Full analysis span regression · 6 months rolling