+25.2%
ABNB vs MTSI
+434.1%
-408.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.3% | -13.4% | -6.2% |
| 7D | +2.7% | +7.2% | -4.5% | -0.4% |
| 30D | +10.8% | -18.4% | +29.2% | +15.4% |
| 3M | -2.1% | -16.7% | +14.6% | -0.8% |
| 6M | +32.2% | -31.7% | +63.9% | +39.1% |
| YTD | +33.5% | +45.9% | -12.4% | -1.3% |
| 1Y | +47.8% | +47.0% | +0.8% | +8.3% |
| 3Y | +53.3% | +224.1% | -170.8% | -30.9% |
| 5Y | -5.5% | +238.5% | -244.0% | -61.7% |
| All | +25.2% | +434.1% | -408.9% | -47.4% |
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