+35.8%
ABNB vs MTSI
-31.6%
+67.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +10.8% | +0.8% | +11.9% |
| 7D | +15.6% | -10.0% | +25.6% | +14.5% |
| 30D | +18.3% | -37.2% | +55.5% | +14.1% |
| 3M | +25.3% | -30.1% | +55.3% | +22.3% |
| 6M | +35.8% | -31.9% | +67.7% | +32.6% |
| All | +35.8% | -31.6% | +67.4% | +32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling