+895.3%
ETN vs MTSI
+1,085.8%
-190.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -9.3% | -3.8% | -5.5% | -8.7% |
| 30D | -17.3% | -31.4% | +14.1% | -9.6% |
| 3M | -20.1% | -23.8% | +3.6% | -15.3% |
| 6M | -11.3% | -37.1% | +25.8% | -1.9% |
| YTD | +12.5% | +32.2% | -19.7% | +3.1% |
| 1Y | -5.6% | +26.9% | -32.5% | -12.7% |
| 3Y | +65.6% | +193.7% | -128.1% | +25.5% |
| 5Y | +122.4% | +218.0% | -95.6% | +62.8% |
| 10Y | +531.4% | +477.8% | +53.7% | +257.5% |
| All | +895.3% | +1,085.8% | -190.5% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling