+885.0%
MSFT vs ECHO
+187.5%
+697.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.3% |
| 7D | -1.0% | +5.3% | -6.4% | -1.5% |
| 30D | -2.7% | +2.4% | -5.1% | -2.9% |
| 3M | +22.1% | -21.8% | +43.9% | +24.5% |
| 6M | +20.6% | -16.9% | +37.5% | +21.9% |
| YTD | +2.3% | -16.0% | +18.3% | +3.2% |
| 1Y | -0.5% | +9.3% | -9.8% | -2.4% |
| 3Y | +50.5% | +406.2% | -355.7% | +13.7% |
| 5Y | +72.3% | +251.0% | -178.6% | +37.3% |
| 10Y | +885.0% | +191.3% | +693.8% | +748.7% |
| All | +885.0% | +187.5% | +697.5% | +748.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling