+2,024.7%
MSFT vs ECHO
+267.2%
+1,757.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.6% |
| 7D | +2.3% | +2.2% | +0.2% | +1.9% |
| 30D | -0.4% | +9.8% | -10.2% | -1.9% |
| 3M | +5.6% | +16.8% | -11.3% | +2.8% |
| 6M | +29.0% | -18.1% | +47.0% | +31.5% |
| YTD | +10.9% | -4.2% | +15.1% | +9.8% |
| 1Y | +6.2% | +41.2% | -35.0% | -1.0% |
| 3Y | +47.6% | +943.7% | -896.1% | -18.7% |
| 5Y | +67.9% | +277.5% | -209.6% | +13.9% |
| 10Y | +922.9% | +159.8% | +763.1% | +630.0% |
| All | +2,024.7% | +267.2% | +1,757.5% | +1,022.9% |
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 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