-42.7%
ACHR vs MSI
+195.7%
-238.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -0.7% | -3.7% | +3.0% | +1.2% |
| 30D | +9.8% | +6.8% | +3.0% | +5.3% |
| 3M | -10.5% | +14.3% | -24.8% | -17.9% |
| 6M | -15.5% | -1.6% | -14.0% | -15.7% |
| YTD | -24.1% | +22.8% | -46.9% | -34.8% |
| 1Y | -32.4% | -1.1% | -31.3% | -33.1% |
| 3Y | -11.6% | +70.5% | -82.1% | -42.2% |
| 5Y | -42.9% | +102.8% | -145.7% | -69.8% |
| All | -42.7% | +195.7% | -238.4% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling