+556.2%
MS vs ECHO
+155.6%
+400.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | -1.7% | +3.6% | -5.4% | -2.4% |
| 30D | +0.9% | +7.5% | -6.5% | -0.6% |
| 3M | -10.8% | +16.2% | -27.0% | -13.4% |
| 6M | +0.9% | -20.9% | +21.8% | +4.1% |
| YTD | +9.8% | -6.0% | +15.8% | +8.6% |
| 1Y | +17.1% | +43.4% | -26.3% | +6.9% |
| 3Y | +175.7% | +924.0% | -748.3% | +28.2% |
| 5Y | +125.9% | +249.6% | -123.8% | +49.5% |
| 10Y | +556.2% | +151.3% | +404.9% | +378.5% |
| All | +556.2% | +155.6% | +400.6% | +378.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling