-44.1%
ETHA vs MUB
+4.0%
-48.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.6% |
| 7D | -12.5% | -1.3% | -11.3% | -10.0% |
| 30D | -19.8% | +2.2% | -22.0% | -23.8% |
| 3M | +3.1% | -1.6% | +4.7% | +8.0% |
| 6M | -13.8% | -1.3% | -12.5% | -10.2% |
| YTD | -34.6% | -0.7% | -33.9% | -32.9% |
| 1Y | -38.7% | -0.2% | -38.5% | -37.7% |
| All | -44.1% | +4.0% | -48.1% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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