+30.8%
MA vs ETHA
-29.6%
+60.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | -1.8% | +2.7% | -4.4% | -1.9% |
| 30D | +1.4% | +29.4% | -28.0% | -0.2% |
| 3M | +17.7% | +47.2% | -29.4% | +14.9% |
| 6M | +9.7% | +25.4% | -15.7% | +7.9% |
| YTD | +0.5% | -16.5% | +17.0% | +0.9% |
| 1Y | -2.1% | -42.3% | +40.3% | +0.8% |
| All | +30.8% | -29.6% | +60.4% | +27.3% |
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