+4.9%
MSFT vs ETHA
-43.4%
+48.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | -1.3% | -12.5% | +11.3% | +1.0% |
| 30D | -1.8% | -19.8% | +18.0% | +1.9% |
| 3M | +5.6% | +3.1% | +2.5% | +4.9% |
| 6M | +29.8% | -13.8% | +43.6% | +32.0% |
| YTD | +9.0% | -34.6% | +43.6% | +12.4% |
| 1Y | +4.9% | -38.7% | +43.7% | +8.4% |
| All | +4.9% | -43.4% | +48.3% | +8.4% |
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 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