+31.3%
ABNB vs MTSI
+351.0%
-319.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +10.8% | +0.8% | +8.4% |
| 7D | +15.6% | -10.0% | +25.6% | +18.4% |
| 30D | +18.3% | -37.2% | +55.5% | +34.0% |
| 3M | +25.3% | -30.1% | +55.3% | +34.5% |
| 6M | +35.8% | -31.9% | +67.7% | +40.6% |
| YTD | +40.0% | +23.2% | +16.8% | +9.4% |
| 1Y | +57.6% | +26.4% | +31.2% | +20.7% |
| 3Y | +60.8% | +186.2% | -125.4% | -25.3% |
| 5Y | -5.8% | +187.0% | -192.8% | -59.7% |
| All | +31.3% | +351.0% | -319.7% | -41.6% |
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 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