+37.5%
MTZ vs ETHA
-43.4%
+81.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +2.3% | +2.9% | -0.7% | +1.6% |
| 30D | -10.3% | +31.4% | -41.7% | -16.0% |
| 3M | -31.8% | +48.9% | -80.7% | -37.9% |
| 6M | -19.2% | +20.9% | -40.1% | -22.9% |
| YTD | +10.7% | -17.2% | +27.9% | +13.1% |
| 1Y | +37.5% | -42.8% | +80.3% | +53.7% |
| All | +37.5% | -43.4% | +81.0% | +53.7% |
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