+10.3%
ABNB vs MTSI
+320.9%
-310.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -3.0% |
| 7D | -4.0% | +1.4% | -5.3% | -4.5% |
| 30D | +19.3% | +2.1% | +17.2% | +16.5% |
| 3M | +36.1% | -29.7% | +65.8% | +49.5% |
| 6M | +34.2% | +12.5% | +21.7% | +17.3% |
| YTD | +34.1% | +57.0% | -23.0% | -1.3% |
| 1Y | +45.1% | +103.9% | -58.8% | -8.6% |
| 3Y | +37.1% | +223.6% | -186.5% | -40.2% |
| All | +10.3% | +320.9% | -310.6% | -62.1% |
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