+1,485.3%
MSTR vs ECHO
+216.6%
+1,268.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | +3.4% | +8.8% | +11.2% |
| 30D | +45.2% | +2.4% | +42.8% | +44.2% |
| 3M | +10.4% | -28.0% | +38.3% | +21.5% |
| 6M | -2.5% | -21.2% | +18.8% | +3.7% |
| YTD | -6.0% | -17.4% | +11.4% | -1.5% |
| 1Y | -56.4% | +33.6% | -90.0% | -60.8% |
| 3Y | +306.3% | +419.7% | -113.4% | +75.6% |
| 5Y | +100.5% | +241.7% | -141.2% | +2.8% |
| 10Y | +741.1% | +180.8% | +560.3% | +332.1% |
| All | +1,485.3% | +216.6% | +1,268.6% | +530.0% |
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