+4.0%
MSCI vs ETHA
-29.6%
+33.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -3.8% |
| 7D | -2.1% | +2.7% | -4.8% | -2.3% |
| 30D | -1.7% | +29.4% | -31.1% | -3.5% |
| 3M | -8.2% | +47.2% | -55.4% | -10.7% |
| 6M | -2.4% | +25.4% | -27.8% | -4.4% |
| YTD | -2.8% | -16.5% | +13.7% | -2.5% |
| 1Y | -2.7% | -42.3% | +39.7% | -0.2% |
| All | +4.0% | -29.6% | +33.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling