+86.6%
ACHR vs MSTU
-85.2%
+171.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.2% |
| 7D | -0.7% | +21.3% | -22.0% | -6.1% |
| 30D | +9.8% | +90.8% | -81.0% | -8.5% |
| 3M | -10.5% | -6.8% | -3.7% | -15.0% |
| 6M | -15.5% | -39.8% | +24.3% | -15.4% |
| YTD | -24.1% | -55.7% | +31.6% | -24.0% |
| 1Y | -32.4% | -92.7% | +60.2% | -1.1% |
| All | +86.6% | -85.2% | +171.8% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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