+240.0%
ECHO vs MSI
+857.3%
-617.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +3.4% | -3.7% | +7.1% | +4.7% |
| 30D | +2.4% | +6.8% | -4.5% | -0.3% |
| 3M | -28.0% | +14.3% | -42.3% | -31.6% |
| 6M | -21.2% | -1.6% | -19.7% | -21.8% |
| YTD | -17.4% | +22.8% | -40.2% | -24.2% |
| 1Y | +33.6% | -1.1% | +34.7% | +31.8% |
| 3Y | +419.7% | +70.5% | +349.2% | +317.5% |
| 5Y | +241.7% | +102.8% | +138.9% | +154.0% |
| 10Y | +180.8% | +597.4% | -416.7% | +35.5% |
| All | +240.0% | +857.3% | -617.3% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling