+25.7%
ABNB vs MTSI
+474.9%
-449.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -3.0% |
| 7D | -4.0% | +1.4% | -5.3% | -4.4% |
| 30D | +19.3% | +2.1% | +17.2% | +16.6% |
| 3M | +36.1% | -29.7% | +65.8% | +49.1% |
| 6M | +34.2% | +12.5% | +21.7% | +18.2% |
| YTD | +34.1% | +57.0% | -23.0% | +0.5% |
| 1Y | +45.1% | +103.9% | -58.8% | -5.8% |
| 3Y | +37.1% | +223.6% | -186.5% | -35.0% |
| 5Y | +15.2% | +321.6% | -306.4% | -54.8% |
| All | +25.7% | +474.9% | -449.2% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling