+442.1%
MS vs ECHO
+233.6%
+208.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -5.2% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | -3.8% | -3.1% | -0.6% | -3.1% |
| 3M | -14.6% | +8.7% | -23.3% | -17.3% |
| 6M | -5.1% | -24.8% | +19.7% | +2.0% |
| YTD | +4.5% | -13.0% | +17.5% | +4.7% |
| 1Y | +13.5% | +33.9% | -20.4% | -2.4% |
| 3Y | +160.4% | +791.8% | -631.4% | -32.8% |
| 5Y | +112.9% | +261.7% | -148.8% | -19.7% |
| 10Y | +633.4% | +157.3% | +476.1% | +206.6% |
| All | +442.1% | +233.6% | +208.5% | +21.1% |
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