+258.3%
ECHO vs MSI
+955.1%
-696.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.4% |
| 7D | -2.4% | +4.7% | -7.1% | -4.1% |
| 30D | -3.1% | +14.8% | -17.9% | -7.8% |
| 3M | +8.7% | +8.8% | -0.1% | +5.2% |
| 6M | -24.8% | +19.3% | -44.1% | -30.2% |
| YTD | -13.0% | +35.3% | -48.3% | -23.0% |
| 1Y | +33.9% | +33.8% | +0.2% | +18.9% |
| 3Y | +791.8% | +74.4% | +717.4% | +612.1% |
| 5Y | +261.7% | +120.5% | +141.2% | +161.2% |
| 10Y | +157.3% | +685.2% | -527.9% | +19.1% |
| All | +258.3% | +955.1% | -696.8% | +14.8% |
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 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