+425.1%
ECHO vs MSFU
+72.2%
+352.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +4.5% |
| 7D | +8.6% | -3.2% | +11.7% | +9.3% |
| 30D | +3.8% | -3.1% | +6.9% | +4.2% |
| 3M | -19.9% | +35.3% | -55.2% | -26.1% |
| 6M | -12.1% | +31.6% | -43.7% | -19.3% |
| YTD | -14.1% | -9.5% | -4.5% | -13.7% |
| 1Y | +15.9% | -18.4% | +34.3% | +18.5% |
| 3Y | +417.8% | +26.9% | +390.9% | +350.3% |
| All | +425.1% | +72.2% | +352.9% | +313.7% |
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