+38.6%
MA vs ETN
+82.3%
-43.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -3.5% | +6.2% | -9.7% | -4.1% |
| 30D | +0.8% | -6.7% | +7.5% | +1.3% |
| 3M | +14.8% | +3.6% | +11.2% | +13.7% |
| 6M | +10.0% | +18.3% | -8.3% | +5.7% |
| YTD | -0.1% | +31.5% | -31.6% | -6.1% |
| 1Y | -2.2% | +20.6% | -22.8% | -7.0% |
| All | +38.6% | +82.3% | -43.7% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling