+554.8%
MA vs ECHO
+168.8%
+386.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.5% | -0.2% |
| 7D | -0.3% | +3.0% | -3.4% | -0.8% |
| 30D | +11.3% | +6.7% | +4.6% | +10.3% |
| 3M | +16.7% | +12.4% | +4.3% | +14.9% |
| 6M | +32.8% | -20.4% | +53.2% | +35.0% |
| YTD | +15.6% | -6.9% | +22.5% | +14.5% |
| 1Y | +19.6% | +37.7% | -18.1% | +12.8% |
| 3Y | +72.1% | +902.9% | -830.8% | +1.8% |
| 5Y | +96.0% | +275.3% | -179.3% | +46.0% |
| 10Y | +554.8% | +159.0% | +395.8% | +457.5% |
| All | +554.8% | +168.8% | +386.0% | +457.5% |
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