+17.6%
ABNB vs MTSI
+306.9%
-289.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -18.4% | +14.8% | +1.9% |
| 7D | +2.2% | -24.6% | +26.8% | +10.3% |
| 30D | +6.1% | -45.7% | +51.8% | +25.5% |
| 3M | +11.6% | -27.7% | +39.3% | +17.1% |
| 6M | +21.8% | -37.3% | +59.1% | +28.8% |
| YTD | +25.4% | +11.1% | +14.2% | +1.0% |
| 1Y | +38.9% | +27.2% | +11.7% | +3.7% |
| 3Y | +38.7% | +153.7% | -114.9% | -32.9% |
| 5Y | -15.6% | +159.0% | -174.6% | -62.8% |
| All | +17.6% | +306.9% | -289.3% | -46.1% |
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 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