+119.1%
MTZ vs ETHA
-27.9%
+147.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.9% |
| 7D | +1.4% | +3.5% | -2.1% | +0.7% |
| 30D | -14.5% | +35.3% | -49.8% | -20.2% |
| 3M | -32.9% | +50.9% | -83.8% | -38.9% |
| 6M | -20.8% | +22.1% | -43.0% | -24.7% |
| YTD | +10.6% | -14.6% | +25.2% | +11.8% |
| 1Y | +27.1% | -42.8% | +69.9% | +38.2% |
| All | +119.1% | -27.9% | +147.0% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling