+153.6%
ECHO vs MOS
+8.6%
+144.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -5.0% |
| 7D | -2.4% | +21.6% | -24.0% | -8.1% |
| 30D | -3.1% | +12.0% | -15.1% | -6.9% |
| 3M | +8.7% | -3.9% | +12.6% | +8.5% |
| 6M | -24.8% | -3.3% | -21.4% | -25.8% |
| YTD | -13.0% | -4.6% | -8.3% | -14.9% |
| 1Y | +33.9% | -7.0% | +40.9% | +31.5% |
| 3Y | +791.8% | -24.4% | +816.2% | +801.7% |
| 5Y | +261.7% | -32.1% | +293.8% | +257.9% |
| All | +153.6% | +8.6% | +144.9% | +85.7% |
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