-13.8%
ETHA vs MSTU
-76.6%
+62.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -2.1% |
| 7D | -12.5% | -25.8% | +13.3% | -6.0% |
| 30D | -19.8% | -43.9% | +24.1% | -9.2% |
| 3M | +3.1% | +2.9% | +0.2% | -6.4% |
| 6M | -13.8% | -75.5% | +61.7% | +18.2% |
| All | -13.8% | -76.6% | +62.8% | +18.2% |
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