-41.6%
ACHR vs MSI
+100.4%
-142.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.7% |
| 7D | +4.9% | -5.8% | +10.6% | +8.2% |
| 30D | +4.3% | -1.0% | +5.3% | +4.6% |
| 3M | +1.7% | +14.2% | -12.4% | -6.9% |
| 6M | -6.9% | +1.0% | -7.9% | -8.8% |
| YTD | -22.5% | +21.5% | -43.9% | -33.3% |
| 1Y | -31.5% | -2.1% | -29.4% | -31.7% |
| 3Y | -14.4% | +69.3% | -83.7% | -45.5% |
| 5Y | -41.6% | +99.3% | -141.0% | -71.0% |
| All | -41.6% | +100.4% | -142.1% | -71.0% |
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