+19.3%
ETN vs MSTZ
-29.5%
+48.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.8% | +3.6% |
| 7D | +2.0% | -29.7% | +31.7% | +0.6% |
| 30D | -7.9% | -65.3% | +57.4% | -12.1% |
| 3M | -1.6% | -57.3% | +55.7% | -3.0% |
| 6M | +16.9% | -61.6% | +78.5% | +16.5% |
| YTD | +30.1% | -78.3% | +108.4% | +27.5% |
| 1Y | +19.3% | -30.2% | +49.5% | +36.9% |
| All | +19.3% | -29.5% | +48.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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