-24.8%
ETHA vs MCO
+9.9%
-34.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.9% | +0.8% | +3.8% |
| 7D | +2.1% | +10.7% | -8.6% | -1.8% |
| 30D | -10.7% | +17.9% | -28.6% | -16.4% |
| 3M | +29.0% | +9.5% | +19.5% | +24.5% |
| 6M | +2.7% | +18.1% | -15.4% | -3.2% |
| YTD | -18.7% | +4.1% | -22.8% | -21.4% |
| 1Y | -24.8% | +9.3% | -34.2% | -26.6% |
| All | -24.8% | +9.9% | -34.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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