+149.7%
MO vs ABNB
+16.6%
+133.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +0.1% | -6.5% | +6.6% | +0.2% |
| 30D | +7.1% | -5.5% | +12.6% | +7.2% |
| 3M | -2.0% | +30.0% | -32.0% | -2.2% |
| 6M | +7.3% | +27.6% | -20.3% | +7.0% |
| YTD | +23.5% | +25.4% | -1.9% | +23.1% |
| 1Y | +11.0% | +38.3% | -27.3% | +10.5% |
| 3Y | +95.0% | +15.5% | +79.5% | +94.0% |
| 5Y | +100.6% | +3.0% | +97.6% | +96.7% |
| All | +149.7% | +16.6% | +133.1% | +141.2% |
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