+73.1%
MA vs ECHO
+242.1%
-169.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | +3.4% | -6.1% | -2.9% |
| 30D | +1.5% | +2.4% | -0.8% | +1.4% |
| 3M | +20.4% | -28.0% | +48.4% | +22.2% |
| 6M | +11.1% | -21.2% | +32.4% | +12.0% |
| YTD | +2.0% | -17.4% | +19.3% | +2.2% |
| 1Y | -2.2% | +33.6% | -35.7% | -4.8% |
| 3Y | +41.9% | +419.7% | -377.8% | +19.3% |
| All | +73.1% | +242.1% | -169.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling