-42.3%
ETHA vs MTSI
+110.2%
-152.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +2.7% | +4.9% | -2.2% | +1.6% |
| 30D | +29.4% | -11.6% | +41.0% | +32.4% |
| 3M | +47.2% | -24.1% | +71.2% | +55.9% |
| 6M | +25.4% | +32.4% | -7.0% | +3.3% |
| YTD | -16.5% | +60.4% | -77.0% | -39.0% |
| 1Y | -42.3% | +111.0% | -153.3% | -64.1% |
| All | -42.3% | +110.2% | -152.6% | -64.1% |
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