-36.1%
ETHA vs MTSI
+100.4%
-136.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -4.7% |
| 7D | -0.2% | -10.0% | +9.8% | +2.9% |
| 30D | -13.4% | -37.2% | +23.8% | +0.9% |
| 3M | +16.5% | -30.1% | +46.6% | +27.9% |
| 6M | -5.3% | -31.9% | +26.6% | +0.5% |
| YTD | -25.2% | +23.2% | -48.4% | -44.6% |
| 1Y | -32.9% | +26.4% | -59.3% | -50.9% |
| All | -36.1% | +100.4% | -136.5% | -67.7% |
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