-40.7%
MP vs ETHA
-41.2%
+0.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +2.3% | -14.0% | +16.3% | +7.9% |
| 30D | -15.3% | -17.4% | +2.1% | -9.4% |
| 3M | -33.5% | +10.6% | -44.1% | -37.1% |
| 6M | -45.5% | -11.2% | -34.3% | -43.6% |
| YTD | -27.3% | -30.1% | +2.8% | -17.6% |
| 1Y | -40.7% | -39.6% | -1.1% | -29.6% |
| All | -40.7% | -41.2% | +0.5% | -29.6% |
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