+20,513.9%
ETN vs MSI
+3,990.4%
+16,523.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | +8.0% | -5.8% | +13.8% | +9.7% |
| 30D | -5.9% | -1.0% | -4.9% | -5.8% |
| 3M | +5.0% | +14.2% | -9.2% | +0.9% |
| 6M | +22.4% | +1.0% | +21.4% | +21.2% |
| YTD | +33.6% | +21.5% | +12.2% | +25.9% |
| 1Y | +22.1% | -2.1% | +24.3% | +21.5% |
| 3Y | +85.6% | +69.3% | +16.3% | +59.8% |
| 5Y | +179.2% | +99.3% | +79.9% | +130.1% |
| 10Y | +687.3% | +595.0% | +92.3% | +380.1% |
| All | +20,513.9% | +3,990.4% | +16,523.5% | +6,815.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling