+19.4%
MA vs ECHO
+36.9%
-17.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.5% | +0.6% |
| 7D | -0.3% | +3.0% | -3.4% | -0.3% |
| 30D | +11.3% | +6.7% | +4.6% | +11.6% |
| 3M | +16.7% | +12.4% | +4.3% | +17.1% |
| 6M | +32.8% | -20.4% | +53.2% | +32.7% |
| YTD | +15.6% | -6.9% | +22.5% | +14.7% |
| All | +19.4% | +36.9% | -17.5% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling