+34.2%
ECHO vs MAGS
+5.9%
+28.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.9% |
| 7D | +4.6% | -1.4% | +6.0% | +5.5% |
| 30D | +0.4% | -4.4% | +4.8% | +3.9% |
| 3M | +7.7% | +1.9% | +5.7% | +6.7% |
| 6M | -18.0% | +4.9% | -23.0% | -19.9% |
| YTD | -9.3% | +6.5% | -15.8% | -12.4% |
| 1Y | +34.2% | +6.3% | +27.9% | +29.5% |
| All | +34.2% | +5.9% | +28.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling