-22.9%
MSTR vs ETHA
-30.1%
+7.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.2% |
| 7D | +7.7% | +2.9% | +4.8% | +5.7% |
| 30D | +36.3% | +31.4% | +4.9% | +10.9% |
| 3M | +13.4% | +48.9% | -35.5% | -15.6% |
| 6M | -4.5% | +20.9% | -25.4% | -15.9% |
| YTD | -12.7% | -17.2% | +4.5% | +1.9% |
| 1Y | -59.6% | -42.8% | -16.8% | -39.4% |
| All | -22.9% | -30.1% | +7.2% | -18.0% |
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 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