+174.8%
MS vs ETN
+69.3%
+105.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.2% |
| 7D | +0.7% | -1.8% | +2.6% | +0.7% |
| 30D | -0.9% | -16.4% | +15.4% | +5.4% |
| 3M | -13.0% | -19.9% | +6.9% | -6.2% |
| 6M | -2.0% | -10.3% | +8.3% | -0.3% |
| YTD | +7.8% | +13.8% | -6.0% | -2.5% |
| 1Y | +17.9% | -3.1% | +20.9% | +14.6% |
| 3Y | +174.8% | +70.1% | +104.7% | +91.3% |
| All | +174.8% | +69.3% | +105.5% | +91.3% |
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