-28.7%
ETHA vs MOD
+68.2%
-96.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +2.7% | +6.3% | -3.6% | +1.0% |
| 30D | +29.4% | -1.7% | +31.0% | +29.4% |
| 3M | +47.2% | -30.1% | +77.3% | +59.4% |
| 6M | +25.4% | +2.7% | +22.7% | +19.3% |
| YTD | -16.5% | +44.1% | -60.6% | -30.7% |
| 1Y | -42.3% | +38.7% | -81.1% | -51.8% |
| All | -28.7% | +68.2% | -96.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling