+198.0%
ECHO vs MSI
+598.2%
-400.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | +8.6% | -5.8% | +14.3% | +11.0% |
| 30D | +3.8% | -1.0% | +4.7% | +4.0% |
| 3M | -19.9% | +14.2% | -34.0% | -24.5% |
| 6M | -12.1% | +1.0% | -13.1% | -13.6% |
| YTD | -14.1% | +21.5% | -35.5% | -22.2% |
| 1Y | +15.9% | -2.1% | +18.0% | +14.9% |
| 3Y | +417.8% | +69.3% | +348.5% | +292.3% |
| 5Y | +259.3% | +99.3% | +160.0% | +146.3% |
| All | +198.0% | +598.2% | -400.2% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling