+40.9%
ECHO vs MTSI
+43.1%
-2.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.5% |
| 7D | +9.1% | +29.1% | -20.0% | +1.5% |
| 30D | +7.2% | -20.4% | +27.6% | +12.0% |
| 3M | +6.1% | -20.9% | +27.0% | +10.5% |
| 6M | -24.2% | -32.3% | +8.1% | -19.8% |
| YTD | -9.7% | +43.5% | -53.2% | -21.1% |
| 1Y | +40.9% | +43.8% | -2.9% | +23.1% |
| All | +40.9% | +43.1% | -2.2% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling