+407.1%
ECHO vs MOS
-29.5%
+436.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +3.4% | +9.5% | -6.1% | +1.2% |
| 30D | +2.4% | +10.4% | -8.1% | -0.1% |
| 3M | -28.0% | +12.9% | -40.8% | -30.5% |
| 6M | -21.2% | +1.2% | -22.5% | -22.9% |
| YTD | -17.4% | +9.3% | -26.7% | -21.3% |
| 1Y | +33.6% | -18.0% | +51.6% | +38.4% |
| All | +407.1% | -29.5% | +436.5% | +488.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling