+66.6%
MTZ vs ETHA
-44.8%
+111.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -0.6% |
| 7D | +5.0% | -12.5% | +17.5% | +7.8% |
| 30D | -6.0% | -19.8% | +13.8% | -2.0% |
| 3M | -36.1% | +3.1% | -39.2% | -37.2% |
| 6M | -56.9% | -13.8% | -43.1% | -56.0% |
| YTD | -15.9% | -34.6% | +18.7% | -10.5% |
| 1Y | -3.8% | -38.7% | +34.9% | +3.2% |
| All | +66.6% | -44.8% | +111.4% | +65.2% |
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 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