+14.3%
MSFT vs ETHA
-30.3%
+44.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.7% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +2.7% | +27.9% | -25.2% | -0.7% |
| 3M | +17.0% | +38.3% | -21.4% | +11.6% |
| 6M | +23.8% | +14.0% | +9.9% | +20.9% |
| YTD | +4.0% | -17.4% | +21.4% | +4.7% |
| 1Y | -0.8% | -42.7% | +41.8% | +3.3% |
| All | +14.3% | -30.3% | +44.7% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling