+34.2%
ECHO vs MOD
-33.0%
+67.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -21.4% | +18.2% | -0.6% |
| 7D | +4.6% | -31.3% | +35.9% | +9.1% |
| 30D | +0.4% | -46.1% | +46.5% | +7.4% |
| 3M | +7.7% | -51.1% | +58.8% | +16.0% |
| 6M | -18.0% | -62.1% | +44.0% | -10.2% |
| YTD | -9.3% | -26.2% | +16.9% | +3.1% |
| 1Y | +34.2% | -32.6% | +66.8% | +50.8% |
| All | +34.2% | -33.0% | +67.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling