+902.9%
ECHO vs MOS
-24.9%
+927.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.1% | +6.7% |
| 7D | +3.0% | +19.7% | -16.6% | 0.0% |
| 30D | +6.7% | +21.5% | -14.8% | +3.2% |
| 3M | +12.4% | -0.4% | +12.8% | +12.3% |
| 6M | -20.4% | +4.5% | -25.0% | -21.8% |
| YTD | -6.9% | -2.9% | -4.0% | -8.3% |
| 1Y | +37.7% | -7.7% | +45.4% | +37.1% |
| 3Y | +902.9% | -25.6% | +928.5% | +940.9% |
| All | +902.9% | -24.9% | +927.8% | +940.9% |
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 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