-24.9%
ECHO vs MAGS
-0.8%
-24.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +5.7% | +1.7% | +4.0% | +3.9% |
| 30D | +13.8% | -5.8% | +19.6% | +20.9% |
| 3M | +9.1% | +0.2% | +8.8% | +9.9% |
| 6M | -24.9% | -2.7% | -22.3% | -15.7% |
| All | -24.9% | -0.8% | -24.1% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling