-42.8%
ETHA vs MTUM
+21.2%
-64.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.0% |
| 7D | +3.5% | +0.7% | +2.7% | +2.7% |
| 30D | +35.3% | -2.4% | +37.8% | +38.0% |
| 3M | +50.9% | -3.6% | +54.5% | +49.8% |
| 6M | +22.1% | +23.7% | -1.5% | -25.0% |
| YTD | -14.6% | +22.9% | -37.5% | -47.1% |
| 1Y | -42.8% | +21.8% | -64.5% | -61.8% |
| All | -42.8% | +21.2% | -64.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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