+27.9%
ABNB vs MTSI
+224.7%
-196.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -2.5% |
| 7D | -4.0% | +1.4% | -5.3% | -4.2% |
| 30D | +19.3% | +2.1% | +17.2% | +17.6% |
| 3M | +36.1% | -29.7% | +65.8% | +44.8% |
| 6M | +34.2% | +12.5% | +21.7% | +22.4% |
| YTD | +34.1% | +57.0% | -23.0% | +8.5% |
| 1Y | +45.1% | +103.9% | -58.8% | +4.7% |
| All | +27.9% | +224.7% | -196.8% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling