-0.3%
MSFT vs ETHA
-42.6%
+42.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | -0.8% | +3.5% | -4.3% | -1.3% |
| 30D | +0.8% | +35.3% | -34.5% | -3.7% |
| 3M | +27.2% | +50.9% | -23.7% | +19.3% |
| 6M | +22.9% | +22.1% | +0.8% | +18.5% |
| YTD | +3.1% | -14.6% | +17.7% | +2.1% |
| 1Y | -0.3% | -42.8% | +42.5% | +2.5% |
| All | -0.3% | -42.6% | +42.3% | +2.5% |
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