-15.3%
ACHR vs MTSI
+236.8%
-252.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | -2.5% |
| 7D | +18.0% | +7.2% | +10.8% | +12.5% |
| 30D | +3.6% | -18.4% | +22.1% | +13.1% |
| 3M | -28.4% | -16.7% | -11.7% | -25.7% |
| 6M | -25.7% | -31.7% | +6.0% | -15.7% |
| YTD | -35.4% | +45.9% | -81.3% | -58.0% |
| 1Y | -45.6% | +47.0% | -92.6% | -64.7% |
| 3Y | -2.2% | +224.1% | -226.3% | -67.2% |
| All | -15.3% | +236.8% | -252.1% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling