-29.3%
ETHA vs MAGS
+50.9%
-80.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -0.2% |
| 30D | +30.9% | +1.1% | +29.8% | +29.0% |
| 3M | +51.1% | +7.7% | +43.4% | +36.4% |
| 6M | +20.5% | +11.7% | +8.8% | +4.3% |
| YTD | -17.3% | +4.9% | -22.1% | -21.7% |
| 1Y | -43.2% | +14.3% | -57.6% | -51.4% |
| All | -29.3% | +50.9% | -80.1% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling