+153.6%
ECHO vs MAS
+213.7%
-60.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.1% | +6.0% |
| 7D | -2.4% | +2.0% | -4.4% | -3.3% |
| 30D | -3.1% | +19.4% | -22.5% | -10.2% |
| 3M | +8.7% | +9.4% | -0.7% | +4.2% |
| 6M | -24.8% | +15.3% | -40.1% | -30.1% |
| YTD | -13.0% | +31.3% | -44.3% | -24.3% |
| 1Y | +33.9% | +34.9% | -0.9% | +14.9% |
| 3Y | +791.8% | +58.6% | +733.2% | +597.4% |
| 5Y | +261.7% | +40.7% | +221.0% | +191.2% |
| All | +153.6% | +213.7% | -60.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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