+63.3%
ETN vs MTSI
+181.3%
-118.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.8% | -6.3% | -0.1% |
| 7D | -7.6% | -10.0% | +2.4% | -4.0% |
| 30D | -20.8% | -37.2% | +16.4% | -4.8% |
| 3M | -23.6% | -30.1% | +6.5% | -13.1% |
| 6M | -18.5% | -31.9% | +13.4% | -7.9% |
| YTD | +8.2% | +23.2% | -15.0% | -7.5% |
| 1Y | -8.7% | +26.4% | -35.1% | -23.0% |
| 3Y | +63.3% | +186.2% | -122.9% | -2.6% |
| All | +63.3% | +181.3% | -118.1% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling