+2,423.9%
MUU vs ETHA
+2.4%
+2,421.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | +3.6% | -2.4% | +6.0% | +5.0% |
| 30D | +22.3% | +30.9% | -8.6% | +0.5% |
| 3M | -8.2% | +51.1% | -59.3% | -30.7% |
| 6M | +256.3% | +20.5% | +235.8% | +222.3% |
| YTD | +534.4% | -17.3% | +551.7% | +595.8% |
| 1Y | +2,163.5% | -43.2% | +2,206.7% | +3,027.7% |
| All | +2,423.9% | +2.4% | +2,421.4% | +2,092.9% |
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