March 2026

mHyperETH Transparency Report


By Delta Y

Highlights

mHyperETH is a ETH-denominated Liquid Yield Token tracking a multi-chain ethereum yield strategy through diversified DeFi and CeFi positions across multiple protocols and exchanges, managed by Hyperithm. The vault was deployed on October 10, 2025, with regular price updates beginning on October 11, 2025, and data on protocols' allocations available since December 8, 2025.

During March 2026, mHyperETH's AUM increased from $9.75M to $10.64M. The inception-to-date return (net of fees) now amounts to 4.85% annualized.

Other relevant indicators can be seen in Table 1 below:

Table 1: mHyperETH Key Performance Indicators over the last 2 months

Feb 2026

Mar 2026

Avg. NAV

$11.25M

$10.47M

(-6.89%)

Avg. APY

2.50%

4.34%

(1.84 p.p.)

Avg. Leverage

5.37x

4.00x

(-25.59%)

Net Deposits

-$1.18M

$28.65K

(N/A)

Performance

mHyperETH reached a price of $1.0219 in its latest oracle update, reflecting a 0.32% return for the month of March. The trailing (7 days minimum) APY peaked at 7.37% during this period, with a minimum of 1.29%.

Table 2displays the vault's performance against other comparable yield strategies:

Table 2: Yield and risk metrics for mHyperETH vs wstETH over the last 2 months

Feb 2026

Mar 2026

mHyperETH

wstETH

mHyperETH

wstETH

Avg. APY

2.55%

2.50%

4.48%

2.54%

Std. Dev. APY

1.04%

0.16%

2.19%

0.13%

Portfolio Allocation

The vault's main strategies during this period - ranked from highest to lowest by average NAV - were Lending ($4.64M or 44.31%), Borrowing ($3.31M or 31.64%) and Others ($320.19K or 3.06%).

As of the reporting date, the vault's capital is deployed across 9 blockchains and 9 protocols, with exposure over the past month ranging between 8-9 blockchains and 6-9 protocols.

More notably, mHyperETH's capital allocation across the top 5 most common protocols is detailed in Figure 1:

Feb 2026
Mar 2026

Figure 1: Average NAV allocated by mHyperETH to the top 5 protocols over the last 2 months.

The vault's largest asset holdings for the month were rsETH ($32.20M or 76.93%), WETH ($4.80M or 11.46%) and Unclassified ($2.07M or 4.95%), which have, on average, collectively represented 93.35%of the vault's total assets. On the liabilities side, the vault's main exposure was to WETH ($30.06M or 95.76%), vbUSDC ($505.50K or 1.61%) and vbUSDT ($350.59K or 1.12%), together representing approximately 98.48%of the vault's liabilities.

At the end of the period, the vault's leverage was 3.88x, which represents a decrease of -3.19% from the start of the month.

Other relevant indicators can be seen in Table 3 below:

Table 3: mHyperETH's token assets and liabilities over the last two months.

28th Feb 2026

31st Mar 2026

Assets

rsETH

$30.29M

76.25%

$32.39M

78.49%

WETH

$5.84M

14.69%

$6.48M

15.70%

USDT

$0.00

0.00%

$350.86K

0.85%

vbETH

$69.34

< 0.01%

$0.00

0.00%

PT-sNUSD-5MAR2026

$962.37K

2.42%

$0.00

0.00%

Unclassified

$1.91M

4.81%

$2.04M

4.95%

Others

$725.12K

1.83%

$4.09K

< 0.01%

Total Assets

$39.73M

100.00%

$41.27M

100.00%

Liabilities & Vault's NAV

WETH

$28.16M

70.88%

$30.27M

73.34%

USDT

$280.33K

0.71%

$361.95K

0.88%

USDC

$1.40M

3.53%

$0.00

0.00%

wstETH

$0.00

0.00%

$0.00

0.00%

vbUSDC

$0.00

0.00%

$0.00

0.00%

Others

$0.00

0.00%

$0.00

0.00%

Total Liabilities

$29.84M

75.11%

$30.63M

74.22%

Vault's NAV

$9.89M

24.89%

$10.64M

25.78%

Total Liabilities & Vault's NAV

$39.73M

100.00%

$41.27M

100.00%

Activity

During March 2026, the vault processed $86.38K in deposits and $57.73K in withdrawals, resulting in $28.65K of net deposits over a total of 31 transactions.

As of period end, the mHyperETH vault had 41 holder addresses, representing an increase of 20.59% from the start of the month.

Other relevant indicators can be seen in Table 4 below:

Table 4: mHyperETH's token activity Key Performance Indicators

Feb 2026

Mar 2026

Deposits

$41.86K

$86.38K

(106.37%)

Withdrawals

$1.22M

$57.73K

(-95.28%)

Net Deposits

-$1.18M

$28.65K

(N/A)

Avg. Holders NAV

$307.89K

$306.06K

(-0.59%)

Median Holders NAV

$348.72

$275.60

(-20.97%)

Disclosures

Security: Midas smart contracts have been audited by Sherlock and Côme du Crest. Onchain transactions are secured via multi-sig / MPC wallets (e.g., Fordefi, Fireblocks).

Fees: Midas vaults may be subject to management and performance fees, which are automatically deducted and reflected in net returns.

Accounting: mHyperETH's price is updated periodically onchain. Price increases stepwise rather than reflecting real-time mark-to-market.

Risks: Smart contract risk (potential total loss), market risk (depegs, rate volatility), and counterparty risk (centralized components in some protocols).

Data Sources: Unless otherwise stated, all data presented in the report is obtained from on-chain sources. Any supplementary sources are explicitly noted where applicable.

Disclaimer

This report is for informational purposes only and does not constitute financial, investment, legal, or tax advice. The information contained herein is not an offer to sell or a solicitation of an offer to buy any security, nor shall any securities be offered or sold to any person in any jurisdiction in which such offer, solicitation, purchase, or sale would be unlawful.

Investing in decentralized finance (DeFi) products, including mHyperETH, involves significant risks, including but not limited to smart contract vulnerabilities, market volatility, and regulatory uncertainty. Past performance is not indicative of future results, and investors may lose some or all of their principal.

The data and analyses presented in this report are based on information believed to be reliable, but their accuracy, completeness, and timeliness are not guaranteed. The strategies and allocations described are subject to change without notice. All investment decisions should be made with the help of a qualified professional and based on your own research and risk tolerance.