+249.3%
ECHO vs MSTU
-85.2%
+334.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | +3.4% | +21.3% | -17.9% | +1.1% |
| 30D | +2.4% | +90.8% | -88.5% | -4.9% |
| 3M | -28.0% | -6.8% | -21.2% | -29.7% |
| 6M | -21.2% | -39.8% | +18.6% | -21.5% |
| YTD | -17.4% | -55.7% | +38.3% | -17.5% |
| 1Y | +33.6% | -92.7% | +126.3% | +51.5% |
| All | +249.3% | -85.2% | +334.5% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling