+593.1%
MA vs ETN
+541.6%
+51.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +1.3% | +3.6% | -2.3% | -0.2% |
| 30D | +9.6% | -13.4% | +23.0% | +14.7% |
| 3M | +16.8% | -21.9% | +38.7% | +26.5% |
| 6M | +35.2% | -12.8% | +48.0% | +36.3% |
| YTD | +16.6% | +12.1% | +4.5% | +2.0% |
| 1Y | +19.8% | +0.8% | +18.9% | +10.0% |
| 3Y | +70.7% | +64.5% | +6.2% | +9.2% |
| 5Y | +87.4% | +121.7% | -34.3% | -3.8% |
| All | +593.1% | +541.6% | +51.5% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling