+45.3%
MO vs ETHA
-31.0%
+76.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.7% |
| 7D | +6.9% | +2.1% | +4.8% | +7.0% |
| 30D | +14.9% | -10.7% | +25.6% | +14.4% |
| 3M | +16.4% | +29.0% | -12.5% | +17.7% |
| 6M | +9.6% | +2.7% | +6.9% | +10.9% |
| YTD | +41.8% | -18.7% | +60.5% | +45.6% |
| 1Y | +45.3% | -24.8% | +70.2% | +49.1% |
| All | +45.3% | -31.0% | +76.3% | +49.1% |
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