-2.1%
MA vs ECHO
+14.6%
-16.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -1.3% |
| 7D | -1.8% | +8.6% | -10.3% | -1.6% |
| 30D | +1.4% | +3.8% | -2.3% | +1.5% |
| 3M | +17.7% | -19.9% | +37.6% | +17.7% |
| 6M | +9.7% | -12.1% | +21.7% | +9.4% |
| YTD | +0.5% | -14.1% | +14.5% | -0.6% |
| 1Y | -2.1% | +15.9% | -17.9% | -4.5% |
| All | -2.1% | +14.6% | -16.7% | -4.5% |
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 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