+192.5%
ECHO vs MRSH
+218.8%
-26.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | -4.8% | +8.5% | +5.5% |
| 30D | +0.7% | -6.3% | +7.0% | +2.9% |
| 3M | -27.3% | +5.8% | -33.1% | -29.5% |
| 6M | -17.0% | +2.8% | -19.8% | -19.1% |
| YTD | -14.3% | -3.1% | -11.2% | -15.2% |
| 1Y | +20.9% | -11.3% | +32.2% | +24.3% |
| 3Y | +423.0% | -5.0% | +427.9% | +415.2% |
| 5Y | +265.7% | +19.2% | +246.5% | +217.4% |
| All | +192.5% | +218.8% | -26.4% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling