-32.4%
ACHR vs MSI
-0.7%
-31.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.7% | -3.7% | +3.0% | -0.7% |
| 30D | +9.8% | +6.8% | +3.0% | +9.5% |
| 3M | -10.5% | +14.3% | -24.8% | -10.6% |
| 6M | -15.5% | -1.6% | -14.0% | -14.1% |
| YTD | -24.1% | +22.8% | -46.9% | -24.9% |
| 1Y | -32.4% | -1.1% | -31.3% | -26.2% |
| All | -32.4% | -0.7% | -31.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling