+568.4%
MA vs ECHO
+163.9%
+404.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | +0.2% |
| 7D | +1.8% | +2.2% | -0.4% | +1.5% |
| 30D | +11.8% | +9.8% | +2.0% | +10.5% |
| 3M | +17.2% | +16.8% | +0.3% | +14.9% |
| 6M | +33.4% | -18.1% | +51.5% | +35.2% |
| YTD | +16.1% | -4.2% | +20.3% | +14.7% |
| 1Y | +19.9% | +41.2% | -21.3% | +12.8% |
| 3Y | +70.1% | +943.7% | -873.6% | -0.1% |
| 5Y | +89.6% | +277.5% | -187.9% | +41.8% |
| 10Y | +568.4% | +159.8% | +408.7% | +459.1% |
| All | +568.4% | +163.9% | +404.6% | +459.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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