+257.3%
ECHO vs MSTZ
-99.1%
+356.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +1.2% |
| 7D | +2.3% | +24.8% | -22.5% | +4.4% |
| 30D | +4.4% | -59.2% | +63.6% | -2.0% |
| 3M | -20.3% | -56.9% | +36.6% | -23.1% |
| 6M | -15.3% | -57.6% | +42.2% | -16.3% |
| YTD | -15.5% | -73.6% | +58.1% | -16.1% |
| 1Y | +15.0% | -15.6% | +30.5% | +28.3% |
| All | +257.3% | -99.1% | +356.4% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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