+259.8%
ECHO vs MOH
-19.7%
+279.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | +3.7% | +1.7% | +2.0% | +3.6% |
| 30D | +0.7% | -0.9% | +1.6% | +0.7% |
| 3M | -27.3% | +5.7% | -33.0% | -27.6% |
| 6M | -17.0% | +39.1% | -56.1% | -18.8% |
| YTD | -14.3% | +17.7% | -32.0% | -15.8% |
| 1Y | +20.9% | +8.4% | +12.5% | +18.8% |
| 3Y | +423.0% | -36.6% | +459.5% | +414.2% |
| All | +259.8% | -19.7% | +279.4% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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