+9.0%
MSFT vs ETHA
-31.0%
+39.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +5.7% |
| 7D | +4.7% | +2.1% | +2.5% | +4.3% |
| 30D | +5.8% | -10.7% | +16.5% | +7.6% |
| 3M | +13.0% | +29.0% | -16.0% | +8.1% |
| 6M | +34.9% | +2.7% | +32.2% | +33.1% |
| YTD | +15.7% | -18.7% | +34.3% | +14.8% |
| 1Y | +9.0% | -24.8% | +33.8% | +8.3% |
| All | +9.0% | -31.0% | +39.9% | +8.3% |
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