+273.4%
ECHO vs MOS
-68.4%
+341.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +17.4% | -20.6% | -7.3% |
| 7D | +4.6% | +17.9% | -13.4% | +0.1% |
| 30D | +0.4% | +1.6% | -1.1% | -0.6% |
| 3M | +7.7% | -4.0% | +11.7% | +7.5% |
| 6M | -18.0% | -4.1% | -13.9% | -18.8% |
| YTD | -9.3% | -7.8% | -1.5% | -10.2% |
| 1Y | +34.2% | -15.6% | +49.8% | +35.4% |
| 3Y | +538.7% | -28.9% | +567.6% | +557.7% |
| 5Y | +279.9% | -36.8% | +316.7% | +288.3% |
| 10Y | +168.2% | +6.7% | +161.5% | +121.0% |
| All | +273.4% | -68.4% | +341.8% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling