+262.5%
ECHO vs MOD
+748.9%
-486.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.1% |
| 7D | -2.4% | -25.5% | +23.2% | +3.0% |
| 30D | -3.1% | -49.0% | +45.9% | +9.9% |
| 3M | +8.7% | -49.8% | +58.5% | +23.1% |
| 6M | -24.8% | -64.8% | +40.0% | -9.9% |
| YTD | -13.0% | -27.6% | +14.7% | -11.5% |
| 1Y | +33.9% | -35.2% | +69.1% | +38.1% |
| 3Y | +791.8% | +137.1% | +654.7% | +559.0% |
| All | +262.5% | +748.9% | -486.4% | +106.8% |
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