+237.8%
MS vs ABNB
+30.1%
+207.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -3.2% |
| 7D | -1.6% | +15.6% | -17.1% | -4.9% |
| 30D | -3.8% | +18.3% | -22.1% | -7.6% |
| 3M | -14.6% | +25.3% | -39.9% | -19.6% |
| 6M | -5.1% | +35.8% | -40.9% | -12.6% |
| YTD | +4.5% | +40.0% | -35.5% | -4.6% |
| 1Y | +13.5% | +57.6% | -44.1% | +0.8% |
| 3Y | +160.4% | +60.8% | +99.6% | +126.7% |
| 5Y | +112.9% | -5.8% | +118.6% | +87.6% |
| All | +237.8% | +30.1% | +207.6% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling