+705.0%
ETN vs MTSI
+571.2%
+133.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.8% | -2.7% |
| 7D | +6.2% | +11.1% | -4.9% | +3.3% |
| 30D | -6.7% | -3.7% | -3.0% | -5.9% |
| 3M | +3.6% | -20.2% | +23.9% | +9.3% |
| 6M | +18.3% | +30.8% | -12.5% | +9.0% |
| YTD | +31.5% | +67.0% | -35.6% | +13.1% |
| 1Y | +20.6% | +120.4% | -99.9% | -3.8% |
| 3Y | +82.5% | +260.4% | -177.9% | +28.9% |
| 5Y | +177.8% | +356.3% | -178.5% | +83.3% |
| 10Y | +705.0% | +581.1% | +123.9% | +298.2% |
| All | +705.0% | +571.2% | +133.8% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MTSI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling