+5,436.8%
MS vs ETN
+10,961.3%
-5,524.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +1.0% |
| 7D | +0.8% | -9.3% | +10.1% | +6.5% |
| 30D | -0.7% | -17.3% | +16.6% | +10.9% |
| 3M | -12.4% | -20.1% | +7.8% | -0.8% |
| 6M | -1.7% | -11.3% | +9.6% | +1.2% |
| YTD | +8.0% | +12.5% | -4.4% | -7.0% |
| 1Y | +16.2% | -5.6% | +21.8% | +12.4% |
| 3Y | +171.3% | +65.6% | +105.7% | +67.1% |
| 5Y | +124.8% | +122.4% | +2.3% | +9.2% |
| 10Y | +553.7% | +531.4% | +22.2% | +50.6% |
| All | +5,436.8% | +10,961.3% | -5,524.5% | +312.5% |
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