+38.5%
ETN vs MSTU
-87.7%
+126.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.7% |
| 7D | +3.5% | -16.6% | +20.1% | +4.8% |
| 30D | -7.5% | +69.7% | -77.2% | -11.9% |
| 3M | +8.3% | -7.5% | +15.8% | +6.5% |
| 6M | +20.2% | -43.1% | +63.3% | +20.6% |
| YTD | +34.7% | -63.0% | +97.7% | +35.7% |
| 1Y | +19.4% | -93.8% | +113.2% | +36.5% |
| All | +38.5% | -87.7% | +126.1% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling