-27.7%
ACHR vs MTSI
+183.3%
-211.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +10.8% | +3.9% | +8.8% |
| 7D | +5.7% | -10.0% | +15.7% | +10.9% |
| 30D | -4.9% | -37.2% | +32.3% | +20.1% |
| 3M | -15.1% | -30.1% | +15.0% | -3.1% |
| 6M | -30.7% | -31.9% | +1.2% | -23.0% |
| YTD | -41.0% | +23.2% | -64.1% | -57.8% |
| 1Y | -50.0% | +26.4% | -76.4% | -64.9% |
| 3Y | -17.0% | +186.2% | -203.2% | -70.4% |
| All | -27.7% | +183.3% | -211.0% | -76.7% |
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