+121.1%
MSTR vs ECHO
+900.0%
-778.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.8% |
| 7D | -13.4% | +5.7% | -19.1% | -14.4% |
| 30D | -22.1% | +13.8% | -35.9% | -24.0% |
| 3M | +15.0% | +9.1% | +5.9% | +13.0% |
| 6M | -37.3% | -24.9% | -12.4% | -34.4% |
| YTD | -26.5% | -8.0% | -18.5% | -25.7% |
| 1Y | -46.5% | +42.9% | -89.4% | -49.4% |
| 3Y | +121.1% | +926.7% | -805.6% | +42.2% |
| All | +121.1% | +900.0% | -778.9% | +42.2% |
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