+29.1%
ABNB vs MTSI
+396.1%
-367.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.6% | +8.7% | +4.8% |
| 7D | -1.7% | +10.0% | -11.7% | -5.0% |
| 30D | +11.8% | -20.3% | +32.1% | +17.1% |
| 3M | +0.9% | -24.4% | +25.3% | +5.3% |
| 6M | +40.5% | -39.2% | +79.6% | +53.7% |
| YTD | +37.6% | +35.5% | +2.1% | +3.9% |
| 1Y | +54.1% | +43.0% | +11.1% | +12.9% |
| 3Y | +56.8% | +196.3% | -139.5% | -27.2% |
| 5Y | -9.6% | +210.0% | -219.6% | -62.4% |
| All | +29.1% | +396.1% | -367.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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