+30.0%
MA vs ETHA
-30.1%
+60.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.6% |
| 7D | -3.5% | +2.9% | -6.4% | -3.7% |
| 30D | +0.8% | +31.4% | -30.6% | -0.9% |
| 3M | +14.8% | +48.9% | -34.1% | +11.9% |
| 6M | +10.0% | +20.9% | -10.9% | +8.4% |
| YTD | -0.1% | -17.2% | +17.1% | +0.4% |
| 1Y | -2.2% | -42.8% | +40.6% | +0.7% |
| All | +30.0% | -30.1% | +60.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 10y: compounded portfolio wealth divided by compounded ETHA 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…
10y analysis · Full analysis span regression · 6 months rolling