-16.0%
ECHO vs MUZ
-51.4%
+35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -3.7% |
| 7D | +9.1% | -36.8% | +45.9% | +4.1% |
| 30D | +7.2% | +9.5% | -2.3% | +10.0% |
| 3M | +6.1% | -15.3% | +21.4% | +6.9% |
| All | -16.0% | -51.4% | +35.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling