+13,824.1%
MA vs ETN
+1,767.3%
+12,056.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.8% |
| 7D | -2.7% | +2.0% | -4.7% | -3.7% |
| 30D | +1.5% | -7.9% | +9.4% | +5.3% |
| 3M | +20.4% | -1.6% | +22.0% | +18.1% |
| 6M | +11.1% | +16.9% | -5.7% | -2.2% |
| YTD | +2.0% | +30.1% | -28.1% | -15.9% |
| 1Y | -2.2% | +19.3% | -21.5% | -16.6% |
| 3Y | +41.9% | +82.5% | -40.6% | -11.4% |
| 5Y | +75.4% | +166.8% | -91.5% | -14.3% |
| 10Y | +527.5% | +649.7% | -122.2% | +61.6% |
| All | +13,824.1% | +1,767.3% | +12,056.9% | +1,877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling