+791.8%
ECHO vs MTSI
+181.3%
+610.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.5% | +5.4% | -1.1% |
| 7D | -2.4% | -10.0% | +7.6% | +0.7% |
| 30D | -3.1% | -37.2% | +34.0% | +11.2% |
| 3M | +8.7% | -30.1% | +38.8% | +19.7% |
| 6M | -24.8% | -31.9% | +7.1% | -18.8% |
| YTD | -13.0% | +23.2% | -36.1% | -25.2% |
| 1Y | +33.9% | +26.4% | +7.5% | +13.4% |
| 3Y | +791.8% | +186.2% | +605.6% | +366.1% |
| All | +791.8% | +181.3% | +610.5% | +366.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling