-36.1%
ETHA vs MOS
-17.2%
-18.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.2% | +21.6% | -21.8% | -6.1% |
| 30D | -13.4% | +12.0% | -25.3% | -16.6% |
| 3M | +16.5% | -3.9% | +20.4% | +16.5% |
| 6M | -5.3% | -3.3% | -2.0% | -5.9% |
| YTD | -25.2% | -4.6% | -20.6% | -27.8% |
| 1Y | -32.9% | -7.0% | -25.9% | -34.9% |
| All | -36.1% | -17.2% | -18.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling