+2,396.1%
MUU vs ETHA
+5.7%
+2,390.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -3.2% |
| 7D | -8.2% | +3.5% | -11.7% | -10.4% |
| 30D | +10.2% | +35.3% | -25.1% | -11.5% |
| 3M | -26.5% | +50.9% | -77.4% | -44.7% |
| 6M | +227.2% | +22.1% | +205.1% | +192.5% |
| YTD | +527.4% | -14.6% | +542.0% | +573.2% |
| 1Y | +1,843.7% | -42.8% | +1,886.5% | +2,560.6% |
| All | +2,396.1% | +5.7% | +2,390.3% | +2,021.8% |
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