+240.0%
ECHO vs MSCI
+1,637.1%
-1,397.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +2.4% | +0.6% | +1.8% | +2.1% |
| 3M | -28.0% | -7.1% | -20.9% | -26.9% |
| 6M | -21.2% | +0.8% | -22.1% | -22.5% |
| YTD | -17.4% | +1.0% | -18.4% | -19.0% |
| 1Y | +33.6% | +4.3% | +29.3% | +29.3% |
| 3Y | +419.7% | +9.9% | +409.7% | +391.8% |
| 5Y | +241.7% | -6.8% | +248.5% | +230.3% |
| 10Y | +180.8% | +614.7% | -433.9% | +35.5% |
| All | +240.0% | +1,637.1% | -1,397.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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