-38.5%
ACHR vs MAS
+41.7%
-80.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.6% | -3.8% |
| 7D | -11.6% | +4.6% | -16.2% | -14.4% |
| 30D | -16.8% | +19.9% | -36.7% | -26.8% |
| 3M | -25.6% | +8.9% | -34.5% | -30.3% |
| 6M | -33.7% | +20.2% | -53.9% | -43.0% |
| YTD | -48.5% | +33.9% | -82.4% | -60.0% |
| 1Y | -59.6% | +34.7% | -94.2% | -68.8% |
| 3Y | -29.3% | +60.4% | -89.6% | -53.9% |
| 5Y | -38.5% | +43.5% | -81.9% | -53.4% |
| All | -38.5% | +41.7% | -80.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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