+33.6%
ECHO vs MRSH
-7.9%
+41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | -0.4% |
| 7D | +3.4% | -3.6% | +7.0% | +2.3% |
| 30D | +2.4% | -3.0% | +5.4% | +1.5% |
| 3M | -28.0% | +15.8% | -43.8% | -24.9% |
| 6M | -21.2% | +1.6% | -22.8% | -19.7% |
| YTD | -17.4% | +1.7% | -19.1% | -14.3% |
| 1Y | +33.6% | -8.0% | +41.6% | +44.8% |
| All | +33.6% | -7.9% | +41.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling