+255.2%
ECHO vs MSTU
-87.2%
+342.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.8% |
| 7D | +5.3% | +12.9% | -7.6% | +3.7% |
| 30D | +2.4% | +68.3% | -65.9% | -3.9% |
| 3M | -21.8% | +0.4% | -22.2% | -24.1% |
| 6M | -16.9% | -41.5% | +24.6% | -17.0% |
| YTD | -16.0% | -61.7% | +45.7% | -15.1% |
| 1Y | +9.3% | -93.7% | +102.9% | +25.6% |
| All | +255.2% | -87.2% | +342.4% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling