-27.0%
ETHA vs MAGS
+52.4%
-79.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +1.9% |
| 7D | +3.5% | +0.6% | +2.8% | +2.6% |
| 30D | +35.3% | +3.2% | +32.1% | +29.9% |
| 3M | +50.9% | +7.7% | +43.2% | +36.3% |
| 6M | +22.1% | +12.5% | +9.7% | +4.8% |
| YTD | -14.6% | +6.0% | -20.5% | -20.2% |
| 1Y | -42.8% | +14.4% | -57.2% | -51.0% |
| All | -27.0% | +52.4% | -79.4% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling