-56.9%
ACHR vs MSTZ
-63.1%
+6.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.3% | -1.9% |
| 7D | -5.1% | +0.7% | -5.8% | -4.6% |
| 30D | -12.7% | +16.6% | -29.3% | -8.7% |
| 3M | -22.4% | -74.7% | +52.3% | -35.8% |
| 6M | -28.6% | -43.9% | +15.3% | -24.3% |
| YTD | -45.2% | -84.0% | +38.8% | -49.3% |
| 1Y | -56.9% | -65.1% | +8.2% | -47.3% |
| All | -56.9% | -63.1% | +6.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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