+151.3%
ECHO vs MOS
-1.8%
+153.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +3.6% | +5.5% | -1.8% | +2.1% |
| 30D | +7.5% | +21.0% | -13.5% | +1.2% |
| 3M | +16.2% | -0.5% | +16.6% | +14.9% |
| 6M | -20.9% | +6.6% | -27.5% | -24.0% |
| YTD | -6.0% | -2.8% | -3.2% | -8.6% |
| 1Y | +43.4% | -8.1% | +51.4% | +41.3% |
| 3Y | +924.0% | -25.6% | +949.6% | +941.9% |
| 5Y | +249.6% | -29.8% | +279.4% | +242.8% |
| 10Y | +151.3% | +0.6% | +150.7% | +86.9% |
| All | +151.3% | -1.8% | +153.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling