+831.3%
MO vs ECHO
+229.4%
+601.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -1.4% |
| 7D | -2.0% | +8.6% | -10.6% | -2.7% |
| 30D | -0.3% | +3.8% | -4.0% | -0.6% |
| 3M | -2.9% | -19.9% | +16.9% | -1.5% |
| 6M | +5.8% | -12.1% | +17.8% | +6.0% |
| YTD | +22.0% | -14.1% | +36.1% | +22.2% |
| 1Y | +10.7% | +15.9% | -5.2% | +7.6% |
| 3Y | +94.4% | +417.8% | -323.5% | +45.8% |
| 5Y | +97.2% | +259.3% | -162.1% | +54.2% |
| 10Y | +103.0% | +192.7% | -89.8% | +59.5% |
| All | +831.3% | +229.4% | +601.9% | +535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling