-27.0%
ETHA vs MTCH
+28.8%
-55.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.9% | +2.7% |
| 7D | +3.5% | +1.3% | +2.2% | +3.0% |
| 30D | +35.3% | +15.9% | +19.4% | +28.1% |
| 3M | +50.9% | +23.3% | +27.6% | +38.7% |
| 6M | +22.1% | +40.1% | -18.0% | +6.9% |
| YTD | -14.6% | +33.6% | -48.2% | -24.0% |
| 1Y | -42.8% | +14.1% | -56.9% | -46.3% |
| All | -27.0% | +28.8% | -55.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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