+36.9%
ABNB vs MSTU
-88.1%
+125.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.6% | -0.7% |
| 7D | -9.5% | -22.0% | +12.5% | -8.0% |
| 30D | -9.4% | +60.3% | -69.7% | -13.4% |
| 3M | +29.9% | -3.7% | +33.6% | +27.0% |
| 6M | +26.6% | -45.2% | +71.8% | +26.8% |
| YTD | +23.5% | -64.3% | +87.8% | +24.4% |
| 1Y | +35.8% | -94.0% | +129.9% | +54.3% |
| All | +36.9% | -88.1% | +125.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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