+23.9%
MSCI vs ETHA
-41.7%
+65.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.8% |
| 7D | +2.7% | -10.2% | +12.9% | +3.5% |
| 30D | +16.2% | -17.0% | +33.2% | +17.7% |
| 3M | +17.1% | +9.6% | +7.5% | +16.3% |
| 6M | +13.0% | -11.3% | +24.4% | +13.5% |
| YTD | +15.8% | -30.9% | +46.7% | +17.6% |
| 1Y | +15.5% | -42.6% | +58.0% | +18.6% |
| All | +23.9% | -41.7% | +65.6% | +24.6% |
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 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