+31.3%
ABNB vs MOS
+15.5%
+15.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.5% | +11.6% |
| 7D | +15.6% | +21.6% | -6.0% | +10.4% |
| 30D | +18.3% | +12.0% | +6.3% | +14.9% |
| 3M | +25.3% | -3.9% | +29.2% | +25.3% |
| 6M | +35.8% | -3.3% | +39.1% | +34.9% |
| YTD | +40.0% | -4.6% | +44.6% | +37.0% |
| 1Y | +57.6% | -7.0% | +64.6% | +54.9% |
| 3Y | +60.8% | -24.4% | +85.2% | +61.6% |
| 5Y | -5.8% | -32.1% | +26.3% | -1.7% |
| All | +31.3% | +15.5% | +15.8% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 all: compounded portfolio wealth divided by compounded MOS 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…
all analysis · Full analysis span regression · 6 months rolling