+61.4%
MO vs ETHA
-27.9%
+89.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | +0.3% |
| 7D | +0.1% | +3.5% | -3.3% | +0.2% |
| 30D | +7.1% | +35.3% | -28.2% | +7.9% |
| 3M | -2.0% | +50.9% | -52.8% | -1.0% |
| 6M | +7.3% | +22.1% | -14.8% | +8.1% |
| YTD | +23.5% | -14.6% | +38.0% | +24.1% |
| 1Y | +11.0% | -42.8% | +53.8% | +11.1% |
| All | +61.4% | -27.9% | +89.4% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling