+192.5%
ECHO vs MKSI
+524.1%
-331.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | +3.7% | +2.7% | +1.0% | +2.9% |
| 30D | +0.7% | -12.8% | +13.5% | +4.6% |
| 3M | -27.3% | -22.5% | -4.8% | -23.3% |
| 6M | -17.0% | +19.4% | -36.4% | -23.4% |
| YTD | -14.3% | +67.7% | -82.0% | -29.4% |
| 1Y | +20.9% | +131.4% | -110.5% | -10.9% |
| 3Y | +423.0% | +197.3% | +225.6% | +238.7% |
| 5Y | +265.7% | +87.0% | +178.7% | +157.1% |
| All | +192.5% | +524.1% | -331.6% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling