-42.7%
ETHA vs MAGS
+15.9%
-58.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -0.7% |
| 7D | +0.8% | +0.5% | +0.3% | +0.2% |
| 30D | +27.9% | +1.5% | +26.4% | +25.2% |
| 3M | +38.3% | +0.5% | +37.8% | +38.6% |
| 6M | +14.0% | +11.6% | +2.4% | -2.7% |
| YTD | -17.4% | +5.3% | -22.7% | -22.1% |
| 1Y | -42.7% | +14.9% | -57.5% | -48.3% |
| All | -42.7% | +15.9% | -58.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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