+159.8%
ECHO vs MOS
+3.2%
+156.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.7% |
| 7D | +2.2% | +24.8% | -22.6% | -4.4% |
| 30D | +9.8% | +22.7% | -12.9% | +3.1% |
| 3M | +16.8% | -1.2% | +18.1% | +15.8% |
| 6M | -18.1% | +5.5% | -23.6% | -21.1% |
| YTD | -4.2% | -2.0% | -2.2% | -7.0% |
| 1Y | +41.2% | -7.9% | +49.2% | +39.2% |
| 3Y | +943.7% | -25.0% | +968.7% | +959.5% |
| 5Y | +277.5% | -27.7% | +305.3% | +267.2% |
| 10Y | +159.8% | -1.6% | +161.3% | +95.1% |
| All | +159.8% | +3.2% | +156.6% | +95.1% |
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