+254.8%
MS vs ABNB
+24.1%
+230.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.5% |
| 30D | +0.9% | +10.8% | -9.9% | -1.7% |
| 3M | -10.8% | -2.1% | -8.8% | -10.8% |
| 6M | +0.9% | +32.2% | -31.3% | -6.5% |
| YTD | +9.8% | +33.5% | -23.7% | +1.3% |
| 1Y | +17.1% | +47.8% | -30.7% | +5.5% |
| 3Y | +175.7% | +53.3% | +122.4% | +142.6% |
| 5Y | +125.9% | -5.5% | +131.3% | +100.9% |
| All | +254.8% | +24.1% | +230.8% | +211.7% |
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