+33.9%
ECHO vs MOD
-37.3%
+71.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.4% |
| 7D | -2.4% | -25.5% | +23.2% | +1.0% |
| 30D | -3.1% | -49.0% | +45.9% | +4.3% |
| 3M | +8.7% | -49.8% | +58.5% | +17.1% |
| 6M | -24.8% | -64.8% | +40.0% | -17.2% |
| YTD | -13.0% | -27.6% | +14.7% | -0.7% |
| 1Y | +33.9% | -35.2% | +69.1% | +51.3% |
| All | +33.9% | -37.3% | +71.2% | +51.3% |
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