-14.3%
MTZ vs ETHA
-31.0%
+16.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.7% | -21.1% | -16.5% |
| 7D | -7.4% | +2.1% | -9.5% | -8.0% |
| 30D | -23.6% | -10.7% | -12.9% | -21.8% |
| 3M | -38.3% | +29.0% | -67.3% | -42.0% |
| 6M | -60.6% | +2.7% | -63.3% | -61.1% |
| YTD | -22.9% | -18.7% | -4.2% | -21.3% |
| 1Y | -14.3% | -24.8% | +10.6% | -11.2% |
| All | -14.3% | -31.0% | +16.7% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling