+106.3%
MKSI vs ETHA
-27.9%
+134.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.0% |
| 7D | +2.7% | +3.5% | -0.8% | +1.5% |
| 30D | -12.8% | +35.3% | -48.1% | -22.1% |
| 3M | -22.5% | +50.9% | -73.4% | -33.7% |
| 6M | +19.4% | +22.1% | -2.7% | +9.4% |
| YTD | +67.7% | -14.6% | +82.3% | +70.7% |
| 1Y | +131.4% | -42.8% | +174.2% | +170.2% |
| All | +106.3% | -27.9% | +134.3% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling