+415.2%
ECHO vs MAGS
+190.0%
+225.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +3.7% | +0.6% | +3.1% | +3.3% |
| 30D | +0.7% | +3.2% | -2.5% | -1.2% |
| 3M | -27.3% | +7.7% | -35.0% | -30.5% |
| 6M | -17.0% | +12.5% | -29.4% | -22.3% |
| YTD | -14.3% | +6.0% | -20.3% | -17.2% |
| 1Y | +20.9% | +14.4% | +6.5% | +11.4% |
| 3Y | +423.0% | +127.5% | +295.4% | +236.7% |
| All | +415.2% | +190.0% | +225.1% | +192.7% |
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