-20.8%
ACHR vs MAS
+42.7%
-63.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.2% |
| 7D | +14.0% | +3.6% | +10.5% | +11.3% |
| 30D | -5.0% | +23.8% | -28.9% | -18.3% |
| 3M | -24.8% | +14.4% | -39.2% | -31.6% |
| 6M | -27.3% | +19.7% | -47.1% | -37.3% |
| YTD | -37.4% | +36.0% | -73.3% | -51.9% |
| 1Y | -44.3% | +40.4% | -84.6% | -58.4% |
| 3Y | -5.2% | +58.9% | -64.2% | -37.7% |
| 5Y | -20.8% | +44.5% | -65.4% | -39.8% |
| All | -20.8% | +42.7% | -63.5% | -39.8% |
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