+48.6%
ABNB vs MSTZ
-99.3%
+147.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.6% |
| 7D | -4.0% | -29.7% | +25.8% | -5.6% |
| 30D | +19.3% | -65.3% | +84.6% | +12.5% |
| 3M | +36.1% | -57.3% | +93.4% | +32.4% |
| 6M | +34.2% | -61.6% | +95.9% | +31.8% |
| YTD | +34.1% | -78.3% | +112.3% | +30.7% |
| 1Y | +45.1% | -30.2% | +75.4% | +57.7% |
| All | +48.6% | -99.3% | +147.9% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling