+183.7%
ECHO vs MAS
+137.9%
+45.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +2.4% | -5.6% | +7.9% | +4.6% |
| 3M | -28.0% | +4.4% | -32.4% | -29.8% |
| 6M | -21.2% | +7.2% | -28.4% | -24.7% |
| YTD | -17.4% | +16.1% | -33.5% | -24.0% |
| 1Y | +33.6% | +0.1% | +33.5% | +30.1% |
| 3Y | +419.7% | +28.3% | +391.4% | +346.6% |
| 5Y | +241.7% | +30.5% | +211.2% | +184.5% |
| All | +183.7% | +137.9% | +45.8% | +78.9% |
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