-0.5%
MSFT vs ABNB
+36.7%
-37.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | -1.0% | -7.4% | +6.4% | +0.8% |
| 30D | -2.7% | -8.2% | +5.5% | -0.7% |
| 3M | +22.1% | +29.1% | -7.0% | +13.2% |
| 6M | +20.6% | +26.6% | -6.0% | +12.3% |
| YTD | +2.3% | +25.0% | -22.7% | -5.0% |
| 1Y | -0.5% | +37.0% | -37.6% | -8.1% |
| All | -0.5% | +36.7% | -37.2% | -8.1% |
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