+48.0%
ABNB vs MSTZ
-99.2%
+147.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.8% | -12.8% | +0.8% |
| 7D | +6.5% | +25.6% | -19.1% | +8.1% |
| 30D | +9.4% | +50.6% | -41.2% | +13.1% |
| 3M | +0.6% | -64.5% | +65.1% | -3.6% |
| 6M | +33.7% | -14.0% | +47.7% | +39.5% |
| YTD | +33.5% | -76.4% | +109.8% | +33.0% |
| 1Y | +48.8% | -56.2% | +105.1% | +56.4% |
| All | +48.0% | -99.2% | +147.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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