+159.0%
ECHO vs MOD
+1,005.7%
-846.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.9% | -2.9% | +4.9% |
| 7D | +3.0% | -13.9% | +17.0% | +5.8% |
| 30D | +6.7% | -41.5% | +48.2% | +18.6% |
| 3M | +12.4% | -45.7% | +58.1% | +26.2% |
| 6M | -20.4% | -61.1% | +40.7% | -5.6% |
| YTD | -6.9% | -20.5% | +13.6% | -7.2% |
| 1Y | +37.7% | -32.1% | +69.8% | +40.9% |
| 3Y | +902.9% | +146.5% | +756.4% | +625.7% |
| 5Y | +275.3% | +812.7% | -537.4% | +93.8% |
| 10Y | +159.0% | +966.8% | -807.8% | +12.2% |
| All | +159.0% | +1,005.7% | -846.7% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling