-42.9%
ACHR vs MTSI
+320.9%
-363.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -2.9% |
| 7D | -0.7% | +1.4% | -2.1% | -1.6% |
| 30D | +9.8% | +2.1% | +7.7% | +5.1% |
| 3M | -10.5% | -29.7% | +19.2% | +6.7% |
| 6M | -15.5% | +12.5% | -28.1% | -28.4% |
| YTD | -24.1% | +57.0% | -81.1% | -49.9% |
| 1Y | -32.4% | +103.9% | -136.3% | -63.7% |
| 3Y | -11.6% | +223.6% | -235.2% | -67.8% |
| All | -42.9% | +320.9% | -363.8% | -83.9% |
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