+159.0%
ECHO vs MTSI
+512.4%
-353.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.0% | -2.1% | +4.9% |
| 7D | +3.0% | +3.5% | -0.5% | +2.1% |
| 30D | +6.7% | -30.3% | +37.0% | +15.0% |
| 3M | +12.4% | -26.0% | +38.4% | +18.8% |
| 6M | -20.4% | -36.1% | +15.7% | -14.2% |
| YTD | -6.9% | +34.3% | -41.2% | -15.7% |
| 1Y | +37.7% | +35.3% | +2.4% | +24.2% |
| 3Y | +902.9% | +217.6% | +685.2% | +641.8% |
| 5Y | +275.3% | +210.1% | +65.2% | +173.5% |
| 10Y | +159.0% | +471.4% | -312.4% | +55.1% |
| All | +159.0% | +512.4% | -353.3% | +55.1% |
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