+72.4%
MTZ vs ETHA
-41.0%
+113.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.4% |
| 7D | +12.9% | -14.0% | +26.9% | +16.3% |
| 30D | -8.5% | -17.4% | +8.8% | -5.2% |
| 3M | -30.6% | +10.6% | -41.2% | -32.7% |
| 6M | -55.1% | -11.2% | -43.9% | -54.5% |
| YTD | -13.0% | -30.1% | +17.1% | -8.7% |
| 1Y | -4.3% | -39.6% | +35.4% | +3.2% |
| All | +72.4% | -41.0% | +113.4% | +68.6% |
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