-24.8%
ETHA vs MSTU
-88.0%
+63.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.3% | -4.6% | +2.7% |
| 7D | +2.1% | -4.8% | +7.0% | +3.2% |
| 30D | -10.7% | -29.6% | +18.9% | -3.1% |
| 3M | +29.0% | +69.4% | -40.4% | -0.6% |
| 6M | +2.7% | -62.2% | +64.9% | +21.7% |
| YTD | -18.7% | -61.1% | +42.4% | -11.8% |
| 1Y | -24.8% | -87.2% | +62.3% | +36.6% |
| All | -24.8% | -88.0% | +63.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling