-40.6%
ETHA vs MAS
+40.8%
-81.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.5% | -9.0% | -5.1% |
| 7D | -5.3% | +3.3% | -8.6% | -5.6% |
| 30D | -14.2% | +25.5% | -39.6% | -16.6% |
| 3M | +10.7% | +11.8% | -1.1% | +9.1% |
| 6M | -8.4% | +21.3% | -29.7% | -10.9% |
| YTD | -28.6% | +37.7% | -66.3% | -32.0% |
| All | -40.6% | +40.8% | -81.4% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling