-15.1%
ABNB vs MTSI
+155.6%
-170.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -18.4% | +14.8% | +2.0% |
| 7D | +2.2% | -24.6% | +26.8% | +10.3% |
| 30D | +6.1% | -45.7% | +51.8% | +25.7% |
| 3M | +11.6% | -27.7% | +39.3% | +17.0% |
| 6M | +21.8% | -37.3% | +59.1% | +28.4% |
| YTD | +25.4% | +11.1% | +14.2% | -1.2% |
| 1Y | +38.9% | +27.2% | +11.7% | +0.8% |
| 3Y | +38.7% | +153.7% | -114.9% | -39.9% |
| All | -15.1% | +155.6% | -170.7% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling