-36.1%
ETHA vs MOD
-15.5%
-20.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -2.3% |
| 7D | -0.2% | -25.5% | +25.4% | +6.3% |
| 30D | -13.4% | -49.0% | +35.6% | +1.8% |
| 3M | +16.5% | -49.8% | +66.3% | +36.4% |
| 6M | -5.3% | -64.8% | +59.4% | +19.8% |
| YTD | -25.2% | -27.6% | +2.4% | -27.0% |
| 1Y | -32.9% | -35.2% | +2.3% | -32.6% |
| All | -36.1% | -15.5% | -20.5% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling