+49.3%
ABNB vs MAS
+67.0%
-17.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +3.4% |
| 7D | +6.2% | +14.2% | -7.9% | +0.8% |
| 30D | +7.5% | +26.8% | -19.3% | -2.1% |
| 3M | +17.6% | +13.1% | +4.5% | +12.0% |
| 6M | +27.0% | +27.9% | -0.9% | +14.3% |
| YTD | +30.0% | +38.7% | -8.7% | +10.7% |
| 1Y | +44.2% | +40.4% | +3.8% | +21.9% |
| All | +49.3% | +67.0% | -17.7% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling