+24.7%
MSCI vs ETHA
-41.0%
+65.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.9% | -14.0% | +12.1% | -0.8% |
| 30D | +16.5% | -17.4% | +33.8% | +18.0% |
| 3M | +18.2% | +10.6% | +7.6% | +17.3% |
| 6M | +14.0% | -11.2% | +25.2% | +14.4% |
| YTD | +16.6% | -30.1% | +46.7% | +18.3% |
| 1Y | +14.8% | -39.6% | +54.5% | +17.5% |
| All | +24.7% | -41.0% | +65.8% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling