+1,331.3%
MSTR vs ECHO
+233.6%
+1,097.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -1.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | -15.9% | -3.1% | -12.8% | -15.1% |
| 3M | +33.1% | +8.7% | +24.4% | +29.7% |
| 6M | -31.0% | -24.8% | -6.2% | -25.2% |
| YTD | -15.1% | -13.0% | -2.2% | -12.5% |
| 1Y | -45.6% | +33.9% | -79.6% | -50.9% |
| 3Y | +180.5% | +791.8% | -611.3% | +1.1% |
| 5Y | +61.7% | +261.7% | -200.0% | -18.5% |
| 10Y | +578.0% | +157.3% | +420.7% | +264.0% |
| All | +1,331.3% | +233.6% | +1,097.7% | +459.3% |
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 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