+72.3%
MTZ vs ETHA
-39.8%
+112.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.5% | +13.1% | +9.5% |
| 7D | -2.4% | -5.3% | +2.8% | -1.7% |
| 30D | -11.1% | -14.2% | +3.1% | -8.6% |
| 3M | -30.6% | +10.7% | -41.3% | -32.7% |
| 6M | -54.4% | -8.4% | -46.0% | -54.1% |
| YTD | -13.0% | -28.6% | +15.5% | -9.1% |
| 1Y | -5.7% | -38.8% | +33.1% | +1.3% |
| All | +72.3% | -39.8% | +112.0% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling