+78.0%
MA vs ABNB
+19.5%
+58.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -0.6% |
| 7D | -1.8% | -4.4% | +2.6% | -0.8% |
| 30D | +1.4% | -2.0% | +3.4% | +1.8% |
| 3M | +17.7% | +29.8% | -12.1% | +10.7% |
| 6M | +9.7% | +31.0% | -21.3% | +2.8% |
| YTD | +0.5% | +28.6% | -28.1% | -5.6% |
| 1Y | -2.1% | +40.1% | -42.1% | -9.8% |
| 3Y | +40.1% | +19.7% | +20.4% | +30.0% |
| 5Y | +67.5% | +6.5% | +61.0% | +52.1% |
| All | +78.0% | +19.5% | +58.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling