+404.8%
ECHO vs MSFU
+76.3%
+328.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | +3.4% | -5.7% | +9.1% | +4.6% |
| 30D | +2.4% | +4.2% | -1.8% | +1.2% |
| 3M | -28.0% | +27.9% | -55.9% | -32.6% |
| 6M | -21.2% | +37.1% | -58.4% | -28.4% |
| YTD | -17.4% | -7.4% | -10.0% | -17.5% |
| 1Y | +33.6% | -19.6% | +53.2% | +37.4% |
| 3Y | +419.7% | +33.2% | +386.5% | +347.2% |
| All | +404.8% | +76.3% | +328.4% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling