+19.3%
ETN vs MSTU
-92.8%
+112.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.6% | +3.6% |
| 7D | +2.0% | +21.3% | -19.3% | +0.6% |
| 30D | -7.9% | +90.8% | -98.7% | -12.0% |
| 3M | -1.6% | -6.8% | +5.2% | -2.4% |
| 6M | +16.9% | -39.8% | +56.7% | +17.9% |
| YTD | +30.1% | -55.7% | +85.8% | +29.5% |
| 1Y | +19.3% | -92.7% | +112.0% | +41.5% |
| All | +19.3% | -92.8% | +112.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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