+49.1%
MSFT vs ETN
+79.7%
-30.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | -3.5% | +3.0% | -6.5% | -4.2% |
| 30D | -2.1% | -10.9% | +8.8% | +0.4% |
| 3M | +24.2% | +9.2% | +14.9% | +20.0% |
| 6M | +21.9% | +13.9% | +7.9% | +14.7% |
| YTD | +2.5% | +29.5% | -27.1% | -8.1% |
| 1Y | -0.8% | +14.2% | -15.0% | -7.4% |
| All | +49.1% | +79.7% | -30.5% | +17.7% |
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