+42.6%
ABNB vs MSTZ
-99.2%
+141.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.2% | -12.3% | -3.5% |
| 7D | -4.4% | -25.4% | +21.0% | -5.7% |
| 30D | -2.0% | -60.9% | +58.9% | -6.8% |
| 3M | +29.8% | -54.2% | +84.0% | +26.9% |
| 6M | +31.0% | -65.0% | +96.0% | +27.8% |
| YTD | +28.6% | -76.5% | +105.1% | +26.1% |
| 1Y | +40.1% | -23.4% | +63.4% | +53.2% |
| All | +42.6% | -99.2% | +141.8% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling