-0.1%
MSFT vs ECHO
+11.8%
-11.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.5% |
| 7D | -1.4% | +8.6% | -10.0% | -2.2% |
| 30D | -1.0% | +3.8% | -4.8% | -1.4% |
| 3M | +20.2% | -19.9% | +40.1% | +22.2% |
| 6M | +21.3% | -12.1% | +33.3% | +21.3% |
| YTD | +2.8% | -14.1% | +16.8% | +5.0% |
| All | -0.1% | +11.8% | -11.9% | +1.9% |
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