-29.2%
ETHA vs MSI
+18.5%
-47.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +2.9% | -4.0% | +6.9% | +4.0% |
| 30D | +31.4% | -0.5% | +31.9% | +31.4% |
| 3M | +48.9% | +11.4% | +37.5% | +43.9% |
| 6M | +20.9% | +1.0% | +19.9% | +20.9% |
| YTD | -17.2% | +20.7% | -37.8% | -23.6% |
| 1Y | -42.8% | -2.7% | -40.1% | -41.5% |
| All | -29.2% | +18.5% | -47.7% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling