+485.5%
ECHO vs MSFU
+95.0%
+390.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.3% | +3.9% |
| 7D | +2.2% | +4.0% | -1.9% | +1.1% |
| 30D | +9.8% | -2.3% | +12.1% | +10.1% |
| 3M | +16.8% | +7.1% | +9.7% | +14.6% |
| 6M | -18.1% | +48.9% | -67.0% | -26.3% |
| YTD | -4.2% | +2.4% | -6.6% | -6.6% |
| 1Y | +41.2% | -8.1% | +49.3% | +40.9% |
| 3Y | +943.7% | +25.2% | +918.5% | +813.1% |
| All | +485.5% | +95.0% | +390.5% | +348.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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