+281.7%
ECHO vs MSTU
-91.8%
+373.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.9% | +8.9% | -2.8% |
| 7D | +9.1% | -23.0% | +32.1% | +11.6% |
| 30D | +7.2% | -47.7% | +54.9% | +12.9% |
| 3M | +6.1% | +12.5% | -6.4% | +1.8% |
| 6M | -24.2% | -76.1% | +51.9% | -18.2% |
| YTD | -9.7% | -75.5% | +65.8% | -6.4% |
| 1Y | +40.9% | -90.1% | +131.0% | +56.1% |
| All | +281.7% | -91.8% | +373.5% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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