+293.6%
ECHO vs MSTU
-90.1%
+383.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -5.1% | +12.0% | +7.4% |
| 7D | +3.0% | -9.3% | +12.3% | +3.8% |
| 30D | +6.7% | -38.3% | +45.0% | +10.8% |
| 3M | +12.4% | +24.0% | -11.7% | +7.0% |
| 6M | -20.4% | -72.1% | +51.7% | -15.4% |
| YTD | -6.9% | -70.2% | +63.3% | -5.1% |
| 1Y | +37.7% | -89.6% | +127.3% | +51.8% |
| All | +293.6% | -90.1% | +383.6% | +276.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling