+2,538.2%
MUU vs ETHA
+3.3%
+2,534.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.7% |
| 7D | +13.9% | +2.7% | +11.2% | +11.5% |
| 30D | +24.8% | +29.4% | -4.6% | +3.4% |
| 3M | -15.7% | +47.2% | -62.9% | -35.2% |
| 6M | +338.9% | +25.4% | +313.5% | +288.1% |
| YTD | +563.2% | -16.5% | +579.7% | +623.4% |
| 1Y | +2,577.5% | -42.3% | +2,619.8% | +3,564.5% |
| All | +2,538.2% | +3.3% | +2,534.9% | +2,179.8% |
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 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