+124.3%
MTZ vs ETHA
-29.6%
+153.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.6% |
| 7D | +3.6% | +2.7% | +0.9% | +2.9% |
| 30D | -9.6% | +29.4% | -39.0% | -14.8% |
| 3M | -31.9% | +47.2% | -79.1% | -37.6% |
| 6M | -13.8% | +25.4% | -39.2% | -18.5% |
| YTD | +13.3% | -16.5% | +29.8% | +15.0% |
| 1Y | +39.3% | -42.3% | +81.6% | +51.2% |
| All | +124.3% | -29.6% | +153.9% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling