+112.4%
MS vs ABNB
-6.6%
+119.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -3.8% |
| 7D | -1.6% | +15.6% | -17.1% | -5.7% |
| 30D | -3.8% | +18.3% | -22.1% | -8.6% |
| 3M | -14.6% | +25.3% | -39.9% | -20.8% |
| 6M | -5.1% | +35.8% | -40.9% | -14.4% |
| YTD | +4.5% | +40.0% | -35.5% | -6.9% |
| 1Y | +13.5% | +57.6% | -44.1% | -2.3% |
| 3Y | +160.4% | +60.8% | +99.6% | +117.0% |
| All | +112.4% | -6.6% | +119.0% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling