+3.3%
MSFT vs ABNB
+50.6%
-47.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.6% |
| 7D | -6.2% | +2.7% | -8.9% | -6.8% |
| 30D | -3.7% | +10.8% | -14.5% | -6.0% |
| 3M | +3.6% | -2.1% | +5.7% | +3.9% |
| 6M | +26.8% | +32.2% | -5.4% | +16.7% |
| YTD | +8.4% | +33.5% | -25.0% | -1.5% |
| 1Y | +3.3% | +47.8% | -44.5% | -6.2% |
| All | +3.3% | +50.6% | -47.3% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling