-30.5%
ETHA vs MAS
+25.7%
-56.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +3.2% |
| 7D | +2.1% | +14.2% | -12.0% | -3.9% |
| 30D | -10.7% | +26.8% | -37.5% | -20.3% |
| 3M | +29.0% | +13.1% | +15.8% | +21.3% |
| 6M | +2.7% | +27.9% | -25.2% | -11.0% |
| YTD | -18.7% | +38.7% | -57.3% | -35.4% |
| 1Y | -24.8% | +40.4% | -65.2% | -41.3% |
| All | -30.5% | +25.7% | -56.1% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling