+47.8%
ABNB vs MTSI
+41.9%
+5.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.3% | -13.4% | -3.1% |
| 7D | +2.7% | +7.2% | -4.5% | +2.2% |
| 30D | +10.8% | -18.4% | +29.2% | +9.6% |
| 3M | -2.1% | -16.7% | +14.6% | -3.0% |
| 6M | +32.2% | -31.7% | +63.9% | +31.4% |
| YTD | +33.5% | +45.9% | -12.4% | +27.4% |
| 1Y | +47.8% | +47.0% | +0.8% | +39.9% |
| All | +47.8% | +41.9% | +5.9% | +39.9% |
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 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