-37.8%
ETHA vs MOD
-39.8%
+2.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.5% |
| 7D | -0.2% | -25.5% | +25.4% | +2.7% |
| 30D | -13.4% | -49.0% | +35.6% | -6.4% |
| 3M | +16.5% | -49.8% | +66.3% | +25.6% |
| 6M | -5.3% | -64.8% | +59.4% | +6.4% |
| YTD | -25.2% | -27.6% | +2.4% | -22.4% |
| All | -37.8% | -39.8% | +2.0% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling