+240.0%
ECHO vs MOS
-62.5%
+302.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -28.0% | +12.9% | -40.8% | -30.6% |
| 6M | -21.2% | +1.2% | -22.5% | -23.0% |
| YTD | -17.4% | +9.3% | -26.7% | -20.8% |
| 1Y | +33.6% | -18.0% | +51.6% | +36.5% |
| 3Y | +419.7% | -29.0% | +448.7% | +440.5% |
| 5Y | +241.7% | -9.6% | +251.3% | +222.4% |
| 10Y | +180.8% | +6.1% | +174.7% | +131.7% |
| All | +240.0% | -62.5% | +302.5% | +167.3% |
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 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