-37.3%
MP vs ETHA
-43.8%
+6.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +3.1% |
| 7D | +11.0% | -10.3% | +21.3% | +15.1% |
| 30D | -11.7% | -19.7% | +7.9% | -4.8% |
| 3M | -30.8% | +7.2% | -38.0% | -33.8% |
| 6M | -42.9% | -11.9% | -31.0% | -40.9% |
| YTD | -25.9% | -32.3% | +6.5% | -15.0% |
| 1Y | -37.3% | -41.1% | +3.8% | -24.9% |
| All | -37.3% | -43.8% | +6.5% | -24.9% |
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 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