-38.9%
ETHA vs MAS
+24.8%
-63.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.5% | -9.0% | -6.5% |
| 7D | -5.3% | +3.3% | -8.6% | -6.7% |
| 30D | -14.2% | +25.5% | -39.6% | -23.0% |
| 3M | +10.7% | +11.8% | -1.1% | +4.7% |
| 6M | -8.4% | +21.3% | -29.7% | -18.2% |
| YTD | -28.6% | +37.7% | -66.3% | -43.1% |
| 1Y | -38.8% | +41.0% | -79.8% | -52.5% |
| All | -38.9% | +24.8% | -63.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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