-18.5%
ETN vs MTSI
-31.6%
+13.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.8% | -6.3% | 0.0% |
| 7D | -7.6% | -10.0% | +2.4% | -4.1% |
| 30D | -20.8% | -37.2% | +16.4% | -5.6% |
| 3M | -23.6% | -30.1% | +6.5% | -13.6% |
| 6M | -18.5% | -31.9% | +13.4% | -3.9% |
| All | -18.5% | -31.6% | +13.1% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling