+234.6%
ECHO vs MOS
-33.6%
+268.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.7% | -2.0% | +7.7% | +6.2% |
| 30D | +13.8% | +15.3% | -1.5% | +9.6% |
| 3M | +9.1% | +1.5% | +7.6% | +7.8% |
| 6M | -24.9% | -2.0% | -23.0% | -25.9% |
| YTD | -8.0% | -6.5% | -1.5% | -9.3% |
| 1Y | +42.9% | -11.1% | +54.0% | +42.5% |
| 3Y | +926.7% | -30.3% | +956.9% | +963.8% |
| All | +234.6% | -33.6% | +268.2% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling