+283.1%
ECHO vs MSI
+982.7%
-699.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.6% | +4.3% | +6.1% |
| 7D | +3.0% | +8.3% | -5.3% | +0.1% |
| 30D | +6.7% | +18.9% | -12.2% | +0.4% |
| 3M | +12.4% | +13.2% | -0.8% | +7.3% |
| 6M | -20.4% | +38.3% | -58.7% | -29.5% |
| YTD | -6.9% | +38.9% | -45.8% | -18.3% |
| 1Y | +37.7% | +36.7% | +1.0% | +21.4% |
| 3Y | +902.9% | +76.6% | +826.3% | +698.0% |
| 5Y | +275.3% | +124.5% | +150.9% | +169.5% |
| 10Y | +159.0% | +674.5% | -515.5% | +20.4% |
| All | +283.1% | +982.7% | -699.5% | +21.7% |
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