+407.1%
ECHO vs MOD
+300.6%
+106.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.9% |
| 7D | +3.4% | +9.6% | -6.2% | +1.4% |
| 30D | +2.4% | 0.0% | +2.3% | +2.2% |
| 3M | -28.0% | -35.4% | +7.4% | -21.9% |
| 6M | -21.2% | -7.3% | -14.0% | -21.9% |
| YTD | -17.4% | +45.8% | -63.2% | -27.0% |
| 1Y | +33.6% | +43.1% | -9.6% | +16.3% |
| All | +407.1% | +300.6% | +106.4% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling