+3,249.1%
MA vs ECHO
+233.6%
+3,015.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.6% |
| 30D | +14.7% | -3.1% | +17.8% | +14.9% |
| 3M | +13.5% | +8.7% | +4.8% | +11.3% |
| 6M | +33.1% | -24.8% | +57.9% | +37.7% |
| YTD | +15.1% | -13.0% | +28.0% | +14.5% |
| 1Y | +18.7% | +33.9% | -15.2% | +8.8% |
| 3Y | +72.1% | +791.8% | -719.7% | -16.9% |
| 5Y | +92.8% | +261.7% | -168.9% | +16.5% |
| 10Y | +571.6% | +157.3% | +414.4% | +331.4% |
| All | +3,249.1% | +233.6% | +3,015.5% | +1,521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling