+19.4%
ETN vs MSTU
-93.8%
+113.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.8% |
| 7D | +3.5% | -16.6% | +20.1% | +4.5% |
| 30D | -7.5% | +69.7% | -77.2% | -11.1% |
| 3M | +8.3% | -7.5% | +15.8% | +7.4% |
| 6M | +20.2% | -43.1% | +63.3% | +21.5% |
| YTD | +34.7% | -63.0% | +97.7% | +35.3% |
| 1Y | +19.4% | -93.8% | +113.2% | +42.5% |
| All | +19.4% | -93.8% | +113.3% | +42.5% |
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