+12.6%
MSFT vs ETHA
-30.2%
+42.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | -2.4% | -1.0% | -3.2% |
| 30D | -2.1% | +30.9% | -33.0% | -5.6% |
| 3M | +24.2% | +51.1% | -27.0% | +17.3% |
| 6M | +21.9% | +20.5% | +1.3% | +18.2% |
| YTD | +2.5% | -17.3% | +19.7% | +3.1% |
| 1Y | -0.8% | -43.2% | +42.5% | +3.4% |
| All | +12.6% | -30.2% | +42.8% | +7.4% |
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