+113.8%
MSTR vs ECHO
+255.2%
-141.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -5.3% |
| 7D | +9.3% | +8.6% | +0.7% | +7.3% |
| 30D | +36.5% | +3.8% | +32.8% | +35.3% |
| 3M | +7.3% | -19.9% | +27.2% | +12.5% |
| 6M | +2.2% | -12.1% | +14.3% | +4.5% |
| YTD | -10.2% | -14.1% | +3.9% | -7.6% |
| 1Y | -58.6% | +15.9% | -74.5% | -60.1% |
| 3Y | +283.2% | +417.8% | -134.7% | +119.8% |
| 5Y | +113.8% | +259.3% | -145.5% | +49.3% |
| All | +113.8% | +255.2% | -141.4% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling