+323.4%
ECHO vs MTSI
+1,120.6%
-797.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | +4.6% | -10.7% | +15.2% | +6.9% |
| 30D | +0.4% | -29.0% | +29.4% | +7.4% |
| 3M | +7.7% | -14.7% | +22.4% | +10.0% |
| 6M | -18.0% | -20.1% | +2.0% | -16.1% |
| YTD | -9.3% | +36.1% | -45.4% | -17.2% |
| 1Y | +34.2% | +61.7% | -27.5% | +17.8% |
| 3Y | +538.7% | +210.7% | +328.1% | +387.9% |
| 5Y | +279.9% | +212.8% | +67.0% | +184.3% |
| 10Y | +168.2% | +519.2% | -351.0% | +58.9% |
| All | +323.4% | +1,120.6% | -797.1% | +122.4% |
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