+153.6%
ECHO vs MTSI
+448.7%
-295.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.5% | +5.4% | -1.9% |
| 7D | -2.4% | -10.0% | +7.6% | -0.1% |
| 30D | -3.1% | -37.2% | +34.0% | +7.1% |
| 3M | +8.7% | -30.1% | +38.8% | +16.6% |
| 6M | -24.8% | -31.9% | +7.1% | -20.1% |
| YTD | -13.0% | +23.2% | -36.1% | -19.5% |
| 1Y | +33.9% | +26.4% | +7.5% | +22.8% |
| 3Y | +791.8% | +186.2% | +605.6% | +575.4% |
| 5Y | +261.7% | +187.0% | +74.6% | +168.5% |
| All | +153.6% | +448.7% | -295.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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