+30.0%
MTZ vs ETHA
-44.4%
+74.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -11.1% | +27.9% | -39.0% | -16.2% |
| 3M | -36.7% | +38.3% | -75.0% | -41.4% |
| 6M | -21.9% | +14.0% | -35.9% | -24.7% |
| YTD | +9.1% | -17.4% | +26.6% | +11.4% |
| 1Y | +30.0% | -42.7% | +72.6% | +45.5% |
| All | +30.0% | -44.4% | +74.3% | +45.5% |
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 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