+5.9%
ETHA vs MSTZ
-99.2%
+105.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | +0.7% |
| 7D | +2.9% | -23.6% | +26.5% | -2.0% |
| 30D | +31.4% | -60.7% | +92.1% | +8.8% |
| 3M | +48.9% | -58.3% | +107.1% | +34.1% |
| 6M | +20.9% | -60.0% | +80.9% | +17.3% |
| YTD | -17.2% | -75.2% | +58.1% | -16.4% |
| 1Y | -42.8% | -19.9% | -22.9% | -14.5% |
| All | +5.9% | -99.2% | +105.1% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling