-0.8%
MSFT vs ETN
+20.7%
-21.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.1% |
| 7D | -2.7% | +2.0% | -4.7% | -2.7% |
| 30D | +2.7% | -7.9% | +10.6% | +2.9% |
| 3M | +17.0% | -1.6% | +18.6% | +15.4% |
| 6M | +23.8% | +16.9% | +6.9% | +20.5% |
| YTD | +4.0% | +30.1% | -26.1% | -0.5% |
| 1Y | -0.8% | +19.3% | -20.1% | -3.8% |
| All | -0.8% | +20.7% | -21.5% | -3.8% |
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