-56.9%
ACHR vs MTSI
+59.5%
-116.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -5.1% | -10.7% | +5.6% | -2.4% |
| 30D | -12.7% | -29.0% | +16.3% | -5.5% |
| 3M | -22.4% | -14.7% | -7.7% | -22.0% |
| 6M | -28.6% | -20.1% | -8.5% | -27.2% |
| YTD | -45.2% | +36.1% | -81.3% | -52.0% |
| 1Y | -56.9% | +61.7% | -118.7% | -63.5% |
| All | -56.9% | +59.5% | -116.4% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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