+159.8%
ECHO vs MOD
+920.5%
-760.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.5% |
| 7D | +2.2% | -17.8% | +20.0% | +6.0% |
| 30D | +9.8% | -43.2% | +53.1% | +22.8% |
| 3M | +16.8% | -46.0% | +62.9% | +31.3% |
| 6M | -18.1% | -62.2% | +44.2% | -2.2% |
| YTD | -4.2% | -22.8% | +18.6% | -3.9% |
| 1Y | +41.2% | -35.5% | +76.7% | +46.0% |
| 3Y | +943.7% | +128.2% | +815.5% | +668.0% |
| 5Y | +277.5% | +791.6% | -514.1% | +96.1% |
| 10Y | +159.8% | +886.3% | -726.5% | +15.8% |
| All | +159.8% | +920.5% | -760.7% | +15.8% |
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 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