+131,933.8%
MSFT vs ETN
+20,604.7%
+111,329.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.2% |
| 7D | -1.4% | +8.0% | -9.5% | -4.4% |
| 30D | -1.0% | -5.9% | +4.9% | +1.0% |
| 3M | +20.2% | +5.0% | +15.2% | +16.2% |
| 6M | +21.3% | +22.4% | -1.1% | +8.8% |
| YTD | +2.8% | +33.6% | -30.9% | -11.5% |
| 1Y | 0.0% | +22.1% | -22.2% | -11.3% |
| 3Y | +51.2% | +85.6% | -34.4% | +9.8% |
| 5Y | +71.4% | +179.2% | -107.8% | +4.5% |
| 10Y | +868.6% | +687.3% | +181.3% | +277.3% |
| All | +131,933.8% | +20,604.7% | +111,329.1% | +15,390.8% |
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 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