+285.6%
ECHO vs MTSI
+1,308.1%
-1,022.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.7% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | +2.4% | +2.1% | +0.3% | +1.5% |
| 3M | -28.0% | -29.7% | +1.8% | -23.4% |
| 6M | -21.2% | +12.5% | -33.8% | -24.5% |
| YTD | -17.4% | +57.0% | -74.4% | -26.3% |
| 1Y | +33.6% | +103.9% | -70.3% | +12.3% |
| 3Y | +419.7% | +223.6% | +196.1% | +294.9% |
| 5Y | +241.7% | +321.6% | -79.8% | +143.6% |
| 10Y | +180.8% | +517.7% | -337.0% | +66.1% |
| All | +285.6% | +1,308.1% | -1,022.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling