-32.4%
ACHR vs MSTZ
-29.5%
-3.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.3% |
| 7D | -0.7% | -29.7% | +29.0% | -5.9% |
| 30D | +9.8% | -65.3% | +75.1% | -8.7% |
| 3M | -10.5% | -57.3% | +46.8% | -16.0% |
| 6M | -15.5% | -61.6% | +46.1% | -18.4% |
| YTD | -24.1% | -78.3% | +54.2% | -28.0% |
| 1Y | -32.4% | -30.2% | -2.2% | +9.5% |
| All | -32.4% | -29.5% | -3.0% | +9.5% |
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