-17.1%
MSTR vs ETHA
-30.3%
+13.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +0.7% |
| 7D | +12.2% | +0.8% | +11.4% | +12.1% |
| 30D | +45.2% | +27.9% | +17.3% | +20.7% |
| 3M | +10.4% | +38.3% | -27.9% | -13.2% |
| 6M | -2.5% | +14.0% | -16.5% | -10.1% |
| YTD | -6.0% | -17.4% | +11.4% | +9.9% |
| 1Y | -56.4% | -42.7% | -13.7% | -34.7% |
| All | -17.1% | -30.3% | +13.3% | -11.5% |
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 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