-55.5%
ACHR vs MTSI
+318.8%
-374.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +10.8% | +3.9% | +9.2% |
| 7D | +5.7% | -10.0% | +15.7% | +10.6% |
| 30D | -4.9% | -37.2% | +32.3% | +18.3% |
| 3M | -15.1% | -30.1% | +15.0% | -3.8% |
| 6M | -30.7% | -31.9% | +1.2% | -23.1% |
| YTD | -41.0% | +23.2% | -64.1% | -55.7% |
| 1Y | -50.0% | +26.4% | -76.4% | -63.1% |
| 3Y | -17.0% | +186.2% | -203.2% | -64.6% |
| 5Y | -29.4% | +187.0% | -216.5% | -72.2% |
| All | -55.5% | +318.8% | -374.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling