-16.3%
ETHA vs MSTU
-92.2%
+75.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -2.0% |
| 7D | -12.5% | -25.8% | +13.3% | -5.4% |
| 30D | -19.8% | -43.9% | +24.1% | -8.3% |
| 3M | +3.1% | +2.9% | +0.2% | -6.0% |
| 6M | -13.8% | -75.5% | +61.7% | +10.2% |
| YTD | -34.6% | -76.7% | +42.1% | -22.3% |
| 1Y | -38.7% | -88.9% | +50.2% | -12.8% |
| All | -16.3% | -92.2% | +75.9% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling