-29.2%
ETHA vs MTSI
+171.8%
-201.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -2.3% |
| 7D | +2.9% | +11.1% | -8.2% | -1.2% |
| 30D | +31.4% | -3.7% | +35.1% | +31.8% |
| 3M | +48.9% | -20.2% | +69.1% | +58.4% |
| 6M | +20.9% | +30.8% | -9.9% | -3.3% |
| YTD | -17.2% | +67.0% | -84.2% | -43.7% |
| 1Y | -42.8% | +120.4% | -163.2% | -67.2% |
| All | -29.2% | +171.8% | -201.0% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling