+28.8%
MSFT vs ETHA
-11.9%
+40.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.0% |
| 7D | -2.4% | -10.3% | +7.9% | -0.5% |
| 30D | -3.8% | -19.7% | +15.9% | 0.0% |
| 3M | +6.4% | +7.2% | -0.8% | +5.4% |
| 6M | +28.8% | -11.9% | +40.7% | +32.0% |
| All | +28.8% | -11.9% | +40.7% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling