+465.3%
ECHO vs MAGS
+185.9%
+279.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | +3.6% | -2.0% | +5.6% | +5.1% |
| 30D | +7.5% | -6.9% | +14.3% | +12.5% |
| 3M | +16.2% | +0.7% | +15.5% | +16.1% |
| 6M | -20.9% | -0.8% | -20.1% | -20.1% |
| YTD | -6.0% | +4.4% | -10.4% | -8.0% |
| 1Y | +43.4% | +3.9% | +39.5% | +40.6% |
| 3Y | +924.0% | +122.7% | +801.3% | +565.8% |
| All | +465.3% | +185.9% | +279.4% | +225.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling