+16.2%
MS vs ECHO
+40.9%
-24.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | -0.7% | +9.8% | -10.5% | -2.2% |
| 3M | -12.4% | +16.8% | -29.2% | -14.3% |
| 6M | -1.7% | -18.1% | +16.3% | -1.7% |
| YTD | +8.0% | -4.2% | +12.2% | +5.5% |
| 1Y | +16.2% | +41.2% | -25.0% | +9.6% |
| All | +16.2% | +40.9% | -24.7% | +9.6% |
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