+48.6%
MS vs ETHA
-43.0%
+91.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +2.5% | +2.7% | -0.2% | +2.0% |
| 30D | 0.0% | +29.4% | -29.4% | -4.3% |
| 3M | +2.4% | +47.2% | -44.7% | -4.1% |
| 6M | +36.4% | +25.4% | +11.0% | +30.5% |
| YTD | +23.8% | -16.5% | +40.4% | +23.1% |
| 1Y | +48.6% | -42.3% | +91.0% | +52.3% |
| All | +48.6% | -43.0% | +91.6% | +52.3% |
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