+55.5%
ABNB vs MTSI
+30.7%
+24.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | +11.9% | -3.8% | +15.8% | +11.3% |
| 30D | +12.7% | -31.4% | +44.1% | +11.2% |
| 3M | +1.2% | -23.8% | +24.9% | +0.2% |
| 6M | +32.1% | -37.1% | +69.2% | +31.0% |
| YTD | +37.7% | +32.2% | +5.5% | +32.7% |
| 1Y | +55.5% | +26.9% | +28.6% | +49.7% |
| All | +55.5% | +30.7% | +24.8% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling