+153.6%
ECHO vs MOD
+911.6%
-758.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.0% |
| 7D | -2.4% | -25.5% | +23.2% | +3.3% |
| 30D | -3.1% | -49.0% | +45.9% | +10.8% |
| 3M | +8.7% | -49.8% | +58.5% | +24.1% |
| 6M | -24.8% | -64.8% | +40.0% | -8.8% |
| YTD | -13.0% | -27.6% | +14.7% | -11.5% |
| 1Y | +33.9% | -35.2% | +69.1% | +38.2% |
| 3Y | +791.8% | +137.1% | +654.7% | +550.0% |
| 5Y | +261.7% | +760.3% | -498.6% | +88.9% |
| All | +153.6% | +911.6% | -758.1% | +11.1% |
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