+289.0%
ECHO vs MSTZ
-99.2%
+388.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +2.4% |
| 7D | +5.7% | +30.8% | -25.1% | +8.4% |
| 30D | +13.8% | +41.2% | -27.4% | +18.9% |
| 3M | +9.1% | -60.9% | +70.0% | +4.7% |
| 6M | -24.9% | -15.7% | -9.3% | -20.5% |
| YTD | -8.0% | -75.2% | +67.2% | -6.8% |
| 1Y | +42.9% | -59.8% | +102.7% | +52.0% |
| All | +289.0% | -99.2% | +388.1% | +246.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling