+878.4%
MSFT vs ETN
+730.7%
+147.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.3% | -0.9% |
| 7D | -0.8% | +3.5% | -4.3% | -2.2% |
| 30D | +0.8% | -7.5% | +8.4% | +3.7% |
| 3M | +27.2% | +8.3% | +18.9% | +21.3% |
| 6M | +22.9% | +20.2% | +2.7% | +10.1% |
| YTD | +3.1% | +34.7% | -31.5% | -12.9% |
| 1Y | -0.3% | +19.4% | -19.7% | -11.7% |
| 3Y | +50.1% | +85.5% | -35.4% | +3.1% |
| 5Y | +74.6% | +186.6% | -112.0% | -5.3% |
| All | +878.4% | +730.7% | +147.7% | +237.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling