+1,891.4%
MSFT vs ECHO
+216.6%
+1,674.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -2.7% | +3.4% | -6.1% | -3.2% |
| 30D | +2.7% | +2.4% | +0.3% | +2.3% |
| 3M | +17.0% | -28.0% | +44.9% | +22.1% |
| 6M | +23.8% | -21.2% | +45.1% | +26.8% |
| YTD | +4.0% | -17.4% | +21.4% | +5.5% |
| 1Y | -0.8% | +33.6% | -34.4% | -7.0% |
| 3Y | +55.6% | +419.7% | -364.1% | -1.6% |
| 5Y | +72.9% | +241.7% | -168.8% | +18.1% |
| 10Y | +875.8% | +180.8% | +695.1% | +565.2% |
| All | +1,891.4% | +216.6% | +1,674.8% | +978.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling