-36.1%
ETHA vs MAS
+19.5%
-55.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.2% |
| 7D | -0.2% | +2.4% | -2.5% | -1.1% |
| 30D | -13.4% | +19.8% | -33.2% | -20.6% |
| 3M | +16.5% | +9.8% | +6.7% | +11.1% |
| 6M | -5.3% | +15.8% | -21.1% | -13.5% |
| YTD | -25.2% | +31.8% | -57.0% | -39.1% |
| 1Y | -32.9% | +35.4% | -68.3% | -46.9% |
| All | -36.1% | +19.5% | -55.5% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling