-40.2%
ETHA vs MTSI
+137.4%
-177.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.3% | -9.1% | -2.3% |
| 7D | -14.0% | +7.2% | -21.2% | -16.9% |
| 30D | -17.4% | -18.4% | +1.1% | -12.5% |
| 3M | +10.6% | -16.7% | +27.3% | +13.8% |
| 6M | -11.2% | -31.7% | +20.5% | -3.2% |
| YTD | -30.1% | +45.9% | -75.9% | -51.4% |
| 1Y | -39.6% | +47.0% | -86.6% | -58.1% |
| All | -40.2% | +137.4% | -177.6% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling