+442.8%
ECHO vs MAGS
+185.8%
+257.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | +9.1% | +3.0% | +6.1% | +7.2% |
| 30D | +7.2% | -7.3% | +14.5% | +12.6% |
| 3M | +6.1% | +1.7% | +4.4% | +5.4% |
| 6M | -24.2% | -0.4% | -23.8% | -23.6% |
| YTD | -9.7% | +4.4% | -14.1% | -11.6% |
| 1Y | +40.9% | +5.1% | +35.9% | +37.3% |
| 3Y | +883.3% | +122.6% | +760.6% | +539.5% |
| All | +442.8% | +185.8% | +257.0% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling