+123.5%
MS vs ETHA
-30.3%
+153.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -0.3% | +27.9% | -28.2% | -4.7% |
| 3M | +0.3% | +38.3% | -38.0% | -5.8% |
| 6M | +31.3% | +14.0% | +17.4% | +27.1% |
| YTD | +24.7% | -17.4% | +42.1% | +26.0% |
| 1Y | +47.9% | -42.7% | +90.6% | +57.2% |
| All | +123.5% | -30.3% | +153.9% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling