+47.9%
MS vs ETN
+20.7%
+27.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.8% |
| 7D | +1.4% | +2.0% | -0.6% | +0.8% |
| 30D | -0.3% | -7.9% | +7.7% | +2.1% |
| 3M | +0.3% | -1.6% | +1.9% | -0.1% |
| 6M | +31.3% | +16.9% | +14.5% | +22.9% |
| YTD | +24.7% | +30.1% | -5.4% | +12.2% |
| 1Y | +47.9% | +19.3% | +28.6% | +40.2% |
| All | +47.9% | +20.7% | +27.2% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling