+584.1%
MA vs ECHO
+139.8%
+444.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.8% |
| 7D | -0.5% | +9.1% | -9.6% | -1.5% |
| 30D | +7.9% | +7.2% | +0.7% | +6.9% |
| 3M | +16.8% | +6.1% | +10.7% | +15.7% |
| 6M | +31.0% | -24.2% | +55.1% | +33.8% |
| YTD | +15.0% | -9.7% | +24.8% | +14.3% |
| 1Y | +17.0% | +40.9% | -23.9% | +10.1% |
| 3Y | +68.5% | +883.3% | -814.8% | -0.5% |
| 5Y | +85.0% | +224.2% | -139.2% | +44.0% |
| All | +584.1% | +139.8% | +444.3% | +473.7% |
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