+412.7%
ECHO vs MAGS
+126.5%
+286.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.5% |
| 7D | +5.3% | +0.8% | +4.5% | +4.8% |
| 30D | +2.4% | +0.4% | +2.0% | +2.1% |
| 3M | -21.8% | +5.6% | -27.4% | -24.4% |
| 6M | -16.9% | +12.3% | -29.2% | -22.3% |
| YTD | -16.0% | +5.1% | -21.1% | -18.5% |
| 1Y | +9.3% | +14.0% | -4.7% | +0.7% |
| All | +412.7% | +126.5% | +286.2% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling