+6.2%
MSFT vs ECHO
+40.9%
-34.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.5% |
| 7D | +2.3% | +2.2% | +0.2% | +2.0% |
| 30D | -0.4% | +9.8% | -10.2% | -1.6% |
| 3M | +5.6% | +16.8% | -11.3% | +3.5% |
| 6M | +29.0% | -18.1% | +47.0% | +30.3% |
| YTD | +10.9% | -4.2% | +15.1% | +12.4% |
| 1Y | +6.2% | +41.2% | -35.0% | +7.0% |
| All | +6.2% | +40.9% | -34.7% | +7.0% |
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