-6.5%
ACHR vs MTSI
+226.9%
-233.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | -1.6% |
| 7D | +18.0% | +7.2% | +10.8% | +13.3% |
| 30D | +3.6% | -18.4% | +22.1% | +11.5% |
| 3M | -28.4% | -16.7% | -11.7% | -26.0% |
| 6M | -25.7% | -31.7% | +6.0% | -16.9% |
| YTD | -35.4% | +45.9% | -81.3% | -55.9% |
| 1Y | -45.6% | +47.0% | -92.6% | -62.9% |
| All | -6.5% | +226.9% | -233.4% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling