+145.1%
MS vs ACHR
-42.9%
+188.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | -0.3% | +9.8% | -10.1% | -1.6% |
| 3M | +0.3% | -10.5% | +10.8% | +0.6% |
| 6M | +31.3% | -15.5% | +46.9% | +32.2% |
| YTD | +24.7% | -24.1% | +48.7% | +26.5% |
| 1Y | +47.9% | -32.4% | +80.3% | +50.7% |
| 3Y | +178.3% | -11.6% | +189.9% | +161.7% |
| All | +145.1% | -42.9% | +188.0% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling