-36.1%
ETHA vs MAS
+19.0%
-55.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | 0.0% |
| 7D | -0.2% | +2.0% | -2.1% | -0.9% |
| 30D | -13.4% | +19.4% | -32.8% | -20.4% |
| 3M | +16.5% | +9.4% | +7.1% | +11.3% |
| 6M | -5.3% | +15.3% | -20.6% | -13.4% |
| YTD | -25.2% | +31.3% | -56.5% | -39.0% |
| 1Y | -32.9% | +34.9% | -67.8% | -46.9% |
| All | -36.1% | +19.0% | -55.1% | -44.7% |
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