+249.7%
MS vs ACHR
-52.6%
+302.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +2.2% |
| 7D | +0.7% | +15.3% | -14.6% | -0.9% |
| 30D | -0.9% | -3.0% | +2.1% | -0.8% |
| 3M | -13.0% | -14.0% | +1.0% | -12.1% |
| 6M | -2.0% | -25.8% | +23.8% | -0.1% |
| YTD | +7.8% | -36.0% | +43.8% | +11.0% |
| 1Y | +17.9% | -41.2% | +59.0% | +22.1% |
| 3Y | +174.8% | -8.6% | +183.3% | +159.1% |
| 5Y | +119.9% | -20.6% | +140.5% | +90.2% |
| All | +249.7% | -52.6% | +302.3% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling