+37.4%
ETN vs MSTU
-86.5%
+123.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.6% | +11.4% | +3.3% |
| 7D | +8.0% | +16.1% | -8.1% | +6.5% |
| 30D | -5.9% | +68.7% | -74.6% | -10.3% |
| 3M | +5.0% | -11.0% | +16.0% | +3.4% |
| 6M | +22.4% | -33.4% | +55.8% | +21.5% |
| YTD | +33.6% | -59.5% | +93.2% | +33.8% |
| 1Y | +22.1% | -93.4% | +115.5% | +39.0% |
| All | +37.4% | -86.5% | +123.9% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling