-17.0%
ECHO vs MRSH
+2.6%
-19.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.3% |
| 7D | +3.7% | -4.8% | +8.5% | +1.7% |
| 30D | +0.7% | -6.3% | +7.0% | -1.9% |
| 3M | -27.3% | +5.8% | -33.1% | -26.0% |
| 6M | -17.0% | +2.8% | -19.8% | -15.1% |
| All | -17.0% | +2.6% | -19.5% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling