-42.7%
ETHA vs MCO
+0.4%
-43.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | +0.8% | -4.2% | +5.0% | +2.3% |
| 30D | +27.9% | +2.2% | +25.7% | +27.0% |
| 3M | +38.3% | +10.1% | +28.2% | +34.3% |
| 6M | +14.0% | +5.3% | +8.7% | +11.9% |
| YTD | -17.4% | -2.7% | -14.7% | -18.2% |
| 1Y | -42.7% | -0.4% | -42.3% | -43.0% |
| All | -42.7% | +0.4% | -43.0% | -43.0% |
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