+240.5%
ECHO vs MAS
+538.9%
-298.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.4% | -5.4% | -7.8% |
| 7D | -7.9% | +4.6% | -12.5% | -9.2% |
| 30D | -10.1% | +19.9% | -30.0% | -15.2% |
| 3M | +2.5% | +8.9% | -6.4% | -0.7% |
| 6M | -23.4% | +20.2% | -43.5% | -28.4% |
| YTD | -17.3% | +33.9% | -51.2% | -25.8% |
| 1Y | +24.3% | +34.7% | -10.3% | +11.1% |
| 3Y | +482.4% | +60.4% | +422.0% | +388.3% |
| 5Y | +243.7% | +43.5% | +200.3% | +193.9% |
| 10Y | +144.5% | +226.7% | -82.2% | +61.9% |
| All | +240.5% | +538.9% | -298.4% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling