+51.2%
MSFT vs ECHO
+436.9%
-385.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.3% |
| 7D | -1.4% | +8.6% | -10.0% | -1.7% |
| 30D | -1.0% | +3.8% | -4.8% | -1.2% |
| 3M | +20.2% | -19.9% | +40.1% | +21.0% |
| 6M | +21.3% | -12.1% | +33.3% | +21.6% |
| YTD | +2.8% | -14.1% | +16.8% | +3.2% |
| 1Y | 0.0% | +15.9% | -15.9% | -0.6% |
| 3Y | +51.2% | +417.8% | -366.6% | +44.3% |
| All | +51.2% | +436.9% | -385.7% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling