+13.5%
MS vs ECHO
+30.7%
-17.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.8% | -1.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -3.8% | -3.1% | -0.6% | -3.5% |
| 3M | -14.6% | +8.7% | -23.3% | -15.6% |
| 6M | -5.1% | -24.8% | +19.7% | -3.9% |
| YTD | +4.5% | -13.0% | +17.5% | +3.6% |
| 1Y | +13.5% | +33.9% | -20.4% | +8.9% |
| All | +13.5% | +30.7% | -17.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling