+718.4%
ETN vs MTSI
+544.6%
+173.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.2% |
| 7D | +8.0% | +4.9% | +3.2% | +6.7% |
| 30D | -5.9% | -11.6% | +5.7% | -2.9% |
| 3M | +5.0% | -24.1% | +29.0% | +12.2% |
| 6M | +22.4% | +32.4% | -10.0% | +12.5% |
| YTD | +33.6% | +60.4% | -26.8% | +16.3% |
| 1Y | +22.1% | +111.0% | -88.8% | -1.4% |
| 3Y | +85.6% | +246.1% | -160.6% | +32.5% |
| 5Y | +179.2% | +340.3% | -161.1% | +86.2% |
| All | +718.4% | +544.6% | +173.8% | +309.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling