+263.4%
ECHO vs MSTU
-86.5%
+349.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.6% | +12.7% | +4.8% |
| 7D | +8.6% | +16.1% | -7.6% | +6.6% |
| 30D | +3.8% | +68.7% | -64.9% | -2.6% |
| 3M | -19.9% | -11.0% | -8.9% | -21.5% |
| 6M | -12.1% | -33.4% | +21.3% | -13.1% |
| YTD | -14.1% | -59.5% | +45.5% | -13.6% |
| 1Y | +15.9% | -93.4% | +109.2% | +32.6% |
| All | +263.4% | -86.5% | +349.8% | +242.5% |
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 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