+248.3%
MS vs ABNB
+30.3%
+218.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | +0.7% | +11.2% | -10.5% | -1.8% |
| 30D | -0.9% | +14.7% | -15.7% | -4.2% |
| 3M | -13.0% | +6.9% | -19.8% | -14.7% |
| 6M | -2.0% | +34.5% | -36.5% | -9.5% |
| YTD | +7.8% | +40.2% | -32.4% | -1.6% |
| 1Y | +17.9% | +57.4% | -39.6% | +4.7% |
| 3Y | +174.8% | +64.7% | +110.1% | +138.2% |
| 5Y | +119.9% | -2.3% | +122.1% | +93.5% |
| All | +248.3% | +30.3% | +218.0% | +202.7% |
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