-20.7%
MSTR vs ETHA
-29.6%
+8.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.3% |
| 7D | +9.3% | +2.7% | +6.6% | +7.4% |
| 30D | +36.5% | +29.4% | +7.1% | +12.4% |
| 3M | +7.3% | +47.2% | -39.8% | -19.3% |
| 6M | +2.2% | +25.4% | -23.1% | -12.4% |
| YTD | -10.2% | -16.5% | +6.4% | +4.1% |
| 1Y | -58.6% | -42.3% | -16.3% | -38.3% |
| All | -20.7% | -29.6% | +8.9% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling