-20.3%
ACHR vs MSI
+127.9%
-148.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.4% |
| 7D | +18.0% | +7.7% | +10.3% | +13.1% |
| 30D | +3.6% | +19.9% | -16.3% | -6.6% |
| 3M | -28.4% | +14.9% | -43.4% | -34.1% |
| 6M | -25.7% | +37.2% | -62.9% | -39.2% |
| YTD | -35.4% | +40.8% | -76.2% | -49.2% |
| 1Y | -45.6% | +38.1% | -83.8% | -56.8% |
| 3Y | -2.2% | +77.7% | -79.9% | -39.2% |
| 5Y | -20.3% | +129.0% | -149.4% | -64.4% |
| All | -20.3% | +127.9% | -148.2% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling