+70.3%
MNST vs ETHA
-30.1%
+100.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -3.6% | +2.9% | -6.5% | -3.6% |
| 30D | -6.3% | +31.4% | -37.7% | -6.8% |
| 3M | -5.0% | +48.9% | -53.8% | -5.7% |
| 6M | +13.1% | +20.9% | -7.7% | +12.7% |
| YTD | +11.8% | -17.2% | +28.9% | +11.8% |
| 1Y | +35.2% | -42.8% | +78.0% | +36.0% |
| All | +70.3% | -30.1% | +100.4% | +61.8% |
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 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