+47.6%
MSFT vs ECHO
+923.2%
-875.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.3% |
| 7D | +2.3% | +2.2% | +0.2% | +2.2% |
| 30D | -0.4% | +9.8% | -10.2% | -0.8% |
| 3M | +5.6% | +16.8% | -11.3% | +4.7% |
| 6M | +29.0% | -18.1% | +47.0% | +29.6% |
| YTD | +10.9% | -4.2% | +15.1% | +10.8% |
| 1Y | +6.2% | +41.2% | -35.0% | +4.7% |
| 3Y | +47.6% | +943.7% | -896.1% | +39.1% |
| All | +47.6% | +923.2% | -875.6% | +39.1% |
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 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