+29.2%
ABNB vs MTSI
+384.1%
-355.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +11.9% | -3.8% | +15.8% | +12.5% |
| 30D | +12.7% | -31.4% | +44.1% | +24.1% |
| 3M | +1.2% | -23.8% | +24.9% | +5.6% |
| 6M | +32.1% | -37.1% | +69.2% | +42.6% |
| YTD | +37.7% | +32.2% | +5.5% | +5.2% |
| 1Y | +55.5% | +26.9% | +28.6% | +20.1% |
| 3Y | +58.2% | +193.7% | -135.6% | -26.3% |
| 5Y | -2.8% | +218.0% | -220.8% | -59.7% |
| All | +29.2% | +384.1% | -355.0% | -43.9% |
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