-44.1%
ETHA vs MSFU
-4.8%
-39.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -12.5% | -2.8% | -9.8% | -11.8% |
| 30D | -19.8% | -5.3% | -14.5% | -18.5% |
| 3M | +3.1% | +7.2% | -4.1% | -0.8% |
| 6M | -13.8% | +51.0% | -64.8% | -31.0% |
| YTD | -34.6% | -1.2% | -33.3% | -36.4% |
| 1Y | -38.7% | -10.3% | -28.4% | -37.4% |
| All | -44.1% | -4.8% | -39.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling