+9.2%
ETHA vs MSTZ
-99.1%
+108.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +2.2% |
| 7D | +3.5% | +17.0% | -13.6% | +8.1% |
| 30D | +35.3% | -61.8% | +97.1% | +11.3% |
| 3M | +50.9% | -54.6% | +105.4% | +39.0% |
| 6M | +22.1% | -59.3% | +81.4% | +19.2% |
| YTD | -14.6% | -74.6% | +60.0% | -13.1% |
| 1Y | -42.8% | -18.8% | -24.0% | -14.1% |
| All | +9.2% | -99.1% | +108.4% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling