-42.7%
ETHA vs MSTZ
-29.5%
-13.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -1.8% |
| 7D | +0.8% | -29.7% | +30.5% | -7.2% |
| 30D | +27.9% | -65.3% | +93.2% | -2.5% |
| 3M | +38.3% | -57.3% | +95.6% | +25.3% |
| 6M | +14.0% | -61.6% | +75.6% | +8.5% |
| YTD | -17.4% | -78.3% | +60.8% | -18.7% |
| 1Y | -42.7% | -30.2% | -12.4% | +12.2% |
| All | -42.7% | -29.5% | -13.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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