-40.2%
ETHA vs MSFU
-6.0%
-34.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.0% | +3.1% |
| 7D | -14.0% | -12.7% | -1.4% | -9.4% |
| 30D | -17.4% | -9.0% | -8.4% | -14.6% |
| 3M | +10.6% | +2.9% | +7.7% | +8.2% |
| 6M | -11.2% | +43.5% | -54.8% | -27.2% |
| YTD | -30.1% | -2.4% | -27.6% | -31.7% |
| 1Y | -39.6% | -13.5% | -26.2% | -37.2% |
| All | -40.2% | -6.0% | -34.3% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling