+412.3%
ECHO vs MSI
+72.0%
+340.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.4% | -3.7% | +7.1% | +3.9% |
| 30D | +2.4% | +6.8% | -4.5% | +1.2% |
| 3M | -28.0% | +14.3% | -42.3% | -29.6% |
| 6M | -21.2% | -1.6% | -19.7% | -20.5% |
| YTD | -17.4% | +22.8% | -40.2% | -21.6% |
| 1Y | +33.6% | -1.1% | +34.7% | +35.8% |
| All | +412.3% | +72.0% | +340.3% | +290.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling