+126.6%
MSTR vs ECHO
+881.3%
-754.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.5% | -5.7% |
| 7D | -11.5% | +9.1% | -20.6% | -13.1% |
| 30D | -24.8% | +7.2% | -32.0% | -25.8% |
| 3M | +20.6% | +6.1% | +14.6% | +19.2% |
| 6M | -38.0% | -24.2% | -13.8% | -35.2% |
| YTD | -24.7% | -9.7% | -15.0% | -23.6% |
| 1Y | -49.1% | +40.9% | -90.0% | -51.7% |
| All | +126.6% | +881.3% | -754.7% | +46.3% |
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