-24.8%
ETHA vs MTSI
+59.5%
-84.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +5.9% |
| 7D | +2.1% | -10.7% | +12.8% | +4.1% |
| 30D | -10.7% | -29.0% | +18.3% | -5.6% |
| 3M | +29.0% | -14.7% | +43.7% | +30.3% |
| 6M | +2.7% | -20.1% | +22.8% | +2.4% |
| YTD | -18.7% | +36.1% | -54.8% | -35.2% |
| 1Y | -24.8% | +61.7% | -86.6% | -45.8% |
| All | -24.8% | +59.5% | -84.4% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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