-12.5%
ABNB vs MAS
+46.7%
-59.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +2.6% |
| 7D | +6.2% | +14.2% | -7.9% | -1.2% |
| 30D | +7.5% | +26.8% | -19.3% | -5.7% |
| 3M | +17.6% | +13.1% | +4.5% | +9.8% |
| 6M | +27.0% | +27.9% | -0.9% | +9.3% |
| YTD | +30.0% | +38.7% | -8.7% | +4.0% |
| 1Y | +44.2% | +40.4% | +3.8% | +14.3% |
| 3Y | +43.8% | +66.1% | -22.3% | -4.9% |
| All | -12.5% | +46.7% | -59.3% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling