+51.6%
MA vs ETHA
-41.0%
+92.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.8% | -14.0% | +12.3% | -0.9% |
| 30D | +11.0% | -17.4% | +28.4% | +12.2% |
| 3M | +17.9% | +10.6% | +7.2% | +17.0% |
| 6M | +33.2% | -11.2% | +44.4% | +33.7% |
| YTD | +16.5% | -30.1% | +46.5% | +18.1% |
| 1Y | +19.1% | -39.6% | +58.7% | +21.8% |
| All | +51.6% | -41.0% | +92.6% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling