+546.6%
MS vs ECHO
+216.6%
+330.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +3.4% | -2.0% | +0.3% |
| 30D | -0.3% | +2.4% | -2.6% | -1.0% |
| 3M | +0.3% | -28.0% | +28.2% | +10.3% |
| 6M | +31.3% | -21.2% | +52.6% | +38.4% |
| YTD | +24.7% | -17.4% | +42.0% | +27.6% |
| 1Y | +47.9% | +33.6% | +14.3% | +26.2% |
| 3Y | +178.3% | +419.7% | -241.3% | -8.8% |
| 5Y | +144.9% | +241.7% | -96.8% | -6.0% |
| 10Y | +804.5% | +180.8% | +623.8% | +245.6% |
| All | +546.6% | +216.6% | +330.0% | +47.6% |
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 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