-14.6%
MS vs ABNB
+24.9%
-39.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.8% |
| 7D | -1.6% | +15.6% | -17.1% | -2.9% |
| 30D | -3.8% | +18.3% | -22.1% | -5.4% |
| 3M | -14.6% | +25.3% | -39.9% | -16.4% |
| All | -14.6% | +24.9% | -39.5% | -16.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling