-44.1%
ETHA vs MSI
+37.2%
-81.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -12.5% | +3.2% | -15.8% | -13.2% |
| 30D | -19.8% | +17.6% | -37.4% | -23.2% |
| 3M | +3.1% | +14.5% | -11.4% | -0.6% |
| 6M | -13.8% | +34.3% | -48.0% | -21.0% |
| YTD | -34.6% | +39.7% | -74.3% | -42.0% |
| 1Y | -38.7% | +40.2% | -78.9% | -45.7% |
| All | -44.1% | +37.2% | -81.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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