-44.1%
ETHA vs MTSI
+120.4%
-164.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.2% | -1.4% |
| 7D | -12.5% | +10.0% | -22.5% | -15.8% |
| 30D | -19.8% | -20.3% | +0.5% | -14.5% |
| 3M | +3.1% | -24.4% | +27.5% | +9.9% |
| 6M | -13.8% | -39.2% | +25.4% | -1.4% |
| YTD | -34.6% | +35.5% | -70.1% | -53.4% |
| 1Y | -38.7% | +43.0% | -81.7% | -57.6% |
| All | -44.1% | +120.4% | -164.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling