+145.5%
MO vs ECHO
+900.0%
-754.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +3.3% | +5.7% | -2.4% | +3.3% |
| 30D | +7.5% | +13.8% | -6.3% | +7.6% |
| 3M | +22.8% | +9.1% | +13.7% | +22.9% |
| 6M | +13.4% | -24.9% | +38.3% | +13.5% |
| YTD | +43.0% | -8.0% | +51.0% | +43.1% |
| 1Y | +45.2% | +42.9% | +2.3% | +45.3% |
| 3Y | +145.5% | +926.7% | -781.2% | +146.0% |
| All | +145.5% | +900.0% | -754.5% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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