+42.9%
ECHO vs MOD
-6.2%
+49.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +27.9% | -26.0% | -1.8% |
| 7D | +5.7% | +40.4% | -34.7% | +0.4% |
| 30D | +13.8% | -14.0% | +27.8% | +14.3% |
| 3M | +9.1% | -33.3% | +42.4% | +11.9% |
| 6M | -24.9% | -51.4% | +26.5% | -21.8% |
| YTD | -8.0% | +1.6% | -9.6% | +3.3% |
| 1Y | +42.9% | +5.4% | +37.5% | +60.7% |
| All | +42.9% | -6.2% | +49.1% | +60.7% |
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