+17.6%
ABNB vs MAS
+72.7%
-55.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -1.8% |
| 7D | +2.2% | +4.6% | -2.3% | +0.1% |
| 30D | +6.1% | +19.9% | -13.8% | -3.1% |
| 3M | +11.6% | +8.9% | +2.7% | +6.8% |
| 6M | +21.8% | +20.2% | +1.6% | +9.8% |
| YTD | +25.4% | +33.9% | -8.5% | +4.6% |
| 1Y | +38.9% | +34.7% | +4.2% | +15.3% |
| 3Y | +38.7% | +60.4% | -21.7% | -0.3% |
| 5Y | -15.6% | +43.5% | -59.1% | -40.1% |
| All | +17.6% | +72.7% | -55.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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