-15.0%
MP vs ETHA
-44.4%
+29.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.3% |
| 30D | +13.8% | +27.9% | -14.1% | +3.2% |
| 3M | -16.7% | +38.3% | -55.0% | -26.9% |
| 6M | -11.5% | +14.0% | -25.5% | -16.7% |
| YTD | +7.9% | -17.4% | +25.4% | +13.7% |
| 1Y | -15.0% | -42.7% | +27.6% | -5.6% |
| All | -15.0% | -44.4% | +29.3% | -5.6% |
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