+277.0%
ECHO vs MOD
+784.7%
-507.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -21.4% | +18.2% | +0.9% |
| 7D | +4.6% | -31.3% | +35.9% | +11.9% |
| 30D | +0.4% | -46.1% | +46.5% | +12.6% |
| 3M | +7.7% | -51.1% | +58.8% | +22.5% |
| 6M | -18.0% | -62.1% | +44.0% | -3.4% |
| YTD | -9.3% | -26.2% | +16.9% | -8.2% |
| 1Y | +34.2% | -32.6% | +66.8% | +37.1% |
| 3Y | +538.7% | +133.8% | +404.9% | +373.9% |
| All | +277.0% | +784.7% | -507.8% | +113.2% |
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