+277.5%
ECHO vs MOD
+796.3%
-518.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.5% |
| 7D | +2.2% | -17.8% | +20.0% | +5.7% |
| 30D | +9.8% | -43.2% | +53.1% | +22.0% |
| 3M | +16.8% | -46.0% | +62.9% | +30.4% |
| 6M | -18.1% | -62.2% | +44.2% | -3.3% |
| 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% | +676.6% |
| 5Y | +277.5% | +791.6% | -514.1% | +114.3% |
| All | +277.5% | +796.3% | -518.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling