+245.8%
ECHO vs MRSH
+908.9%
-663.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.4% |
| 7D | +5.3% | -5.9% | +11.2% | +7.9% |
| 30D | +2.4% | -7.3% | +9.7% | +5.4% |
| 3M | -21.8% | +7.4% | -29.2% | -24.8% |
| 6M | -16.9% | -0.7% | -16.2% | -18.1% |
| YTD | -16.0% | -3.2% | -12.8% | -17.0% |
| 1Y | +9.3% | -10.6% | +19.9% | +11.6% |
| 3Y | +406.2% | -4.6% | +410.8% | +397.1% |
| 5Y | +251.0% | +19.3% | +231.7% | +206.7% |
| 10Y | +191.3% | +217.3% | -26.0% | +59.4% |
| All | +245.8% | +908.9% | -663.1% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling