+52.7%
ABNB vs MSTZ
-99.3%
+151.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.6% | -9.4% | -1.3% |
| 7D | +11.9% | +21.1% | -9.2% | +13.6% |
| 30D | +12.7% | +40.1% | -27.4% | +15.9% |
| 3M | +1.2% | -66.1% | +67.3% | -3.3% |
| 6M | +32.1% | -20.7% | +52.8% | +37.1% |
| YTD | +37.7% | -78.6% | +116.3% | +36.3% |
| 1Y | +55.5% | -55.5% | +111.0% | +63.8% |
| All | +52.7% | -99.3% | +151.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling