-44.1%
ETHA vs MOS
-18.8%
-25.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.1% | -3.5% |
| 7D | -12.5% | -2.0% | -10.6% | -12.1% |
| 30D | -19.8% | +15.3% | -35.1% | -23.5% |
| 3M | +3.1% | +1.5% | +1.6% | +1.5% |
| 6M | -13.8% | -2.0% | -11.8% | -14.7% |
| YTD | -34.6% | -6.5% | -28.1% | -36.5% |
| 1Y | -38.7% | -11.1% | -27.7% | -39.6% |
| All | -44.1% | -18.8% | -25.2% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 3y: compounded portfolio wealth divided by compounded MOS 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…
3y analysis · Full analysis span regression · 6 months rolling