-29.4%
ETHA vs MSI
+20.6%
-50.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.4% |
| 7D | +0.8% | -3.7% | +4.5% | +1.8% |
| 30D | +27.9% | +6.8% | +21.1% | +25.4% |
| 3M | +38.3% | +14.3% | +24.0% | +32.7% |
| 6M | +14.0% | -1.6% | +15.5% | +15.6% |
| YTD | -17.4% | +22.8% | -40.2% | -24.2% |
| 1Y | -42.7% | -1.1% | -41.6% | -41.6% |
| All | -29.4% | +20.6% | -50.0% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling