-1.3%
ETN vs MTSI
+45.5%
-46.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.3% | -8.5% | -2.3% |
| 7D | +2.4% | +7.2% | -4.7% | -1.2% |
| 30D | -15.2% | -18.4% | +3.2% | -9.5% |
| 3M | -21.2% | -16.7% | -4.5% | -17.5% |
| 6M | -13.5% | -31.7% | +18.3% | -3.3% |
| YTD | +14.5% | +45.9% | -31.4% | -3.6% |
| All | -1.3% | +45.5% | -46.8% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling