+70.7%
MA vs ECHO
+900.0%
-829.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +1.3% | +5.7% | -4.4% | +1.2% |
| 30D | +9.6% | +13.8% | -4.2% | +9.2% |
| 3M | +16.8% | +9.1% | +7.7% | +16.5% |
| 6M | +35.2% | -24.9% | +60.1% | +36.0% |
| YTD | +16.6% | -8.0% | +24.6% | +16.3% |
| 1Y | +19.8% | +42.9% | -23.1% | +17.8% |
| 3Y | +70.7% | +926.7% | -856.0% | +57.4% |
| All | +70.7% | +900.0% | -829.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling