+661.2%
MU vs ETHA
-43.4%
+704.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +7.5% | +2.9% | +4.6% | +6.1% |
| 30D | +19.4% | +31.4% | -12.0% | +5.8% |
| 3M | +9.8% | +48.9% | -39.0% | -7.5% |
| 6M | +164.1% | +20.9% | +143.3% | +142.7% |
| YTD | +260.3% | -17.2% | +277.5% | +270.8% |
| 1Y | +661.2% | -42.8% | +704.0% | +827.0% |
| All | +661.2% | -43.4% | +704.6% | +827.0% |
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