-44.8%
MP vs ETHA
-38.5%
-6.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.3% |
| 7D | -10.5% | -0.2% | -10.3% | -10.6% |
| 30D | -23.5% | -13.4% | -10.2% | -19.5% |
| 3M | -25.4% | +16.5% | -41.9% | -30.6% |
| 6M | -51.3% | -5.3% | -45.9% | -50.6% |
| YTD | -29.9% | -25.2% | -4.7% | -22.2% |
| All | -44.8% | -38.5% | -6.3% | -34.8% |
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