+179.1%
MS vs ETN
+86.9%
+92.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.8% |
| 7D | +2.5% | +8.0% | -5.6% | -0.7% |
| 30D | 0.0% | -5.9% | +5.9% | +2.2% |
| 3M | +2.4% | +5.0% | -2.5% | -0.6% |
| 6M | +36.4% | +22.4% | +14.0% | +22.9% |
| YTD | +23.8% | +33.6% | -9.8% | +6.8% |
| 1Y | +48.6% | +22.1% | +26.5% | +32.7% |
| 3Y | +179.1% | +85.6% | +93.6% | +101.7% |
| All | +179.1% | +86.9% | +92.2% | +101.7% |
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