+468.8%
ECHO vs MSFU
+103.9%
+364.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.5% | +1.5% | +5.8% |
| 7D | +3.0% | +14.6% | -11.6% | -0.1% |
| 30D | +6.7% | +2.1% | +4.6% | +6.0% |
| 3M | +12.4% | +14.7% | -2.3% | +8.6% |
| 6M | -20.4% | +55.7% | -76.1% | -29.1% |
| YTD | -6.9% | +7.1% | -14.0% | -10.0% |
| 1Y | +37.7% | -0.5% | +38.2% | +34.9% |
| 3Y | +902.9% | +35.7% | +867.1% | +762.4% |
| All | +468.8% | +103.9% | +364.9% | +331.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling