+22.1%
ETHA vs MSTU
-44.4%
+66.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.3% | +2.3% |
| 7D | +3.5% | -16.6% | +20.0% | +7.9% |
| 30D | +35.3% | +69.7% | -34.4% | +13.0% |
| 3M | +50.9% | -7.5% | +58.3% | +44.4% |
| 6M | +22.1% | -43.1% | +65.2% | +24.0% |
| All | +22.1% | -44.4% | +66.5% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling