+171.2%
ETN vs MTSI
+320.9%
-149.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.0% |
| 7D | +2.0% | +1.4% | +0.6% | +1.4% |
| 30D | -7.9% | +2.1% | -10.0% | -9.6% |
| 3M | -1.6% | -29.7% | +28.1% | +12.0% |
| 6M | +16.9% | +12.5% | +4.3% | +8.1% |
| YTD | +30.1% | +57.0% | -27.0% | +3.9% |
| 1Y | +19.3% | +103.9% | -84.6% | -15.6% |
| 3Y | +82.5% | +223.6% | -141.0% | +4.7% |
| All | +171.2% | +320.9% | -149.7% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling