+41.2%
ECHO vs MOS
-7.8%
+49.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.9% |
| 7D | +2.2% | +24.8% | -22.6% | +1.4% |
| 30D | +9.8% | +22.7% | -12.9% | +9.0% |
| 3M | +16.8% | -1.2% | +18.1% | +17.8% |
| 6M | -18.1% | +5.5% | -23.6% | -18.2% |
| YTD | -4.2% | -2.0% | -2.2% | -5.1% |
| 1Y | +41.2% | -7.9% | +49.2% | +42.3% |
| All | +41.2% | -7.8% | +49.0% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling