+31.3%
ABNB vs MAS
+69.4%
-38.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.9% | +13.6% | +12.6% |
| 7D | +15.6% | +2.0% | +13.6% | +14.4% |
| 30D | +18.3% | +19.4% | -1.1% | +8.2% |
| 3M | +25.3% | +9.4% | +15.9% | +19.6% |
| 6M | +35.8% | +15.3% | +20.5% | +24.9% |
| YTD | +40.0% | +31.3% | +8.7% | +17.8% |
| 1Y | +57.6% | +34.9% | +22.8% | +30.5% |
| 3Y | +60.8% | +58.6% | +2.2% | +15.9% |
| 5Y | -5.8% | +40.7% | -46.5% | -32.5% |
| All | +31.3% | +69.4% | -38.1% | -4.6% |
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