+159.0%
ECHO vs MOS
+6.2%
+152.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.1% | +6.5% |
| 7D | +3.0% | +19.7% | -16.6% | -2.6% |
| 30D | +6.7% | +21.5% | -14.8% | +0.4% |
| 3M | +12.4% | -0.4% | +12.8% | +11.1% |
| 6M | -20.4% | +4.5% | -25.0% | -23.2% |
| YTD | -6.9% | -2.9% | -4.0% | -9.5% |
| 1Y | +37.7% | -7.7% | +45.4% | +35.5% |
| 3Y | +902.9% | -25.6% | +928.5% | +920.4% |
| 5Y | +275.3% | -31.2% | +306.5% | +270.1% |
| 10Y | +159.0% | +2.8% | +156.2% | +91.9% |
| All | +159.0% | +6.2% | +152.9% | +91.9% |
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