+531.4%
ETN vs MTSI
+454.4%
+77.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -9.3% | -3.8% | -5.5% | -8.6% |
| 30D | -17.3% | -31.4% | +14.1% | -9.0% |
| 3M | -20.1% | -23.8% | +3.6% | -15.0% |
| 6M | -11.3% | -37.1% | +25.8% | -1.2% |
| YTD | +12.5% | +32.2% | -19.7% | +2.4% |
| 1Y | -5.6% | +26.9% | -32.5% | -13.2% |
| 3Y | +65.6% | +193.7% | -128.1% | +23.1% |
| 5Y | +122.4% | +218.0% | -95.6% | +59.2% |
| 10Y | +531.4% | +477.8% | +53.7% | +259.2% |
| All | +531.4% | +454.4% | +77.0% | +259.2% |
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 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