+292.7%
MP vs ETHA
-29.6%
+322.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | +3.0% | +2.7% | +0.3% | +2.3% |
| 30D | +8.3% | +29.4% | -21.0% | +1.1% |
| 3M | -3.8% | +47.2% | -51.0% | -13.3% |
| 6M | -4.9% | +25.4% | -30.3% | -10.9% |
| YTD | +9.6% | -16.5% | +26.1% | +11.9% |
| 1Y | -11.7% | -42.3% | +30.6% | -4.5% |
| All | +292.7% | -29.6% | +322.3% | +289.0% |
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