+80.5%
MNST vs ETHA
-41.0%
+121.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -6.9% | -14.0% | +7.2% | -6.6% |
| 30D | +3.7% | -17.4% | +21.1% | +4.1% |
| 3M | -0.3% | +10.6% | -10.9% | -0.5% |
| 6M | +5.1% | -11.2% | +16.3% | +5.2% |
| YTD | +18.4% | -30.1% | +48.5% | +18.7% |
| 1Y | +26.3% | -39.6% | +65.9% | +26.9% |
| All | +80.5% | -41.0% | +121.5% | +71.9% |
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 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