+64.8%
MTZ vs ETHA
-41.7%
+106.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.1% | -3.7% |
| 7D | -8.7% | -10.2% | +1.5% | -7.0% |
| 30D | -15.0% | -17.0% | +2.0% | -11.9% |
| 3M | -32.6% | +9.6% | -42.2% | -34.5% |
| 6M | -56.3% | -11.3% | -45.0% | -55.8% |
| YTD | -16.8% | -30.9% | +14.1% | -12.5% |
| 1Y | -10.0% | -42.6% | +32.5% | -2.0% |
| All | +64.8% | -41.7% | +106.5% | +61.6% |
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