+34.2%
ECHO vs MSI
+28.6%
+5.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.1% |
| 7D | +4.6% | +2.8% | +1.8% | +4.9% |
| 30D | +0.4% | +9.1% | -8.7% | +1.6% |
| 3M | +7.7% | +12.5% | -4.9% | +9.3% |
| 6M | -18.0% | +14.2% | -32.3% | -15.9% |
| YTD | -9.3% | +30.7% | -40.0% | -5.3% |
| 1Y | +34.2% | +27.5% | +6.7% | +47.5% |
| All | +34.2% | +28.6% | +5.6% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling