+281.7%
ECHO vs MSTZ
-99.2%
+380.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.8% | -16.8% | -2.8% |
| 7D | +9.1% | +25.6% | -16.5% | +11.5% |
| 30D | +7.2% | +50.6% | -43.4% | +12.7% |
| 3M | +6.1% | -64.5% | +70.6% | +0.9% |
| 6M | -24.2% | -14.0% | -10.1% | -19.5% |
| YTD | -9.7% | -76.4% | +66.7% | -8.9% |
| 1Y | +40.9% | -56.2% | +97.2% | +51.0% |
| All | +281.7% | -99.2% | +380.9% | +238.7% |
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 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