-5.5%
ABNB vs MTSI
+247.2%
-252.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.3% | -13.4% | -6.2% |
| 7D | +2.7% | +7.2% | -4.5% | -0.4% |
| 30D | +10.8% | -18.4% | +29.2% | +15.5% |
| 3M | -2.1% | -16.7% | +14.6% | -0.8% |
| 6M | +32.2% | -31.7% | +63.9% | +39.3% |
| YTD | +33.5% | +45.9% | -12.4% | -3.5% |
| 1Y | +47.8% | +47.0% | +0.8% | +5.7% |
| 3Y | +53.3% | +224.1% | -170.8% | -38.1% |
| 5Y | -5.5% | +238.5% | -244.0% | -66.3% |
| All | -5.5% | +247.2% | -252.7% | -66.3% |
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