+263.4%
ECHO vs MSTZ
-99.2%
+362.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.2% | -4.2% | +4.8% |
| 7D | +8.6% | -25.4% | +33.9% | +6.6% |
| 30D | +3.8% | -60.9% | +64.6% | -2.9% |
| 3M | -19.9% | -54.2% | +34.3% | -22.2% |
| 6M | -12.1% | -65.0% | +52.9% | -14.5% |
| YTD | -14.1% | -76.5% | +62.4% | -15.6% |
| 1Y | +15.9% | -23.4% | +39.2% | +28.1% |
| All | +263.4% | -99.2% | +362.6% | +214.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling