-27.0%
ETHA vs MOH
-29.5%
+2.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +3.4% |
| 7D | +3.5% | +1.7% | +1.7% | +3.6% |
| 30D | +35.3% | -0.9% | +36.2% | +35.3% |
| 3M | +50.9% | +5.7% | +45.2% | +52.1% |
| 6M | +22.1% | +39.1% | -17.0% | +27.1% |
| YTD | -14.6% | +17.7% | -32.3% | -12.3% |
| 1Y | -42.8% | +8.4% | -51.2% | -42.0% |
| All | -27.0% | -29.5% | +2.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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