+42.7%
MKSI vs ETHA
-31.0%
+73.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.7% | -10.7% | -6.4% |
| 7D | -10.7% | +2.1% | -12.8% | -11.2% |
| 30D | -30.5% | -10.7% | -19.8% | -28.5% |
| 3M | -39.2% | +29.0% | -68.1% | -43.0% |
| 6M | -33.0% | +2.7% | -35.7% | -33.7% |
| YTD | +22.3% | -18.7% | +41.0% | +21.6% |
| 1Y | +42.7% | -24.8% | +67.5% | +43.8% |
| All | +42.7% | -31.0% | +73.7% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling