+51.2%
MSFT vs ABNB
+21.3%
+30.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.1% |
| 7D | -1.4% | -4.4% | +3.0% | -0.3% |
| 30D | -1.0% | -2.0% | +1.0% | -0.6% |
| 3M | +20.2% | +29.8% | -9.6% | +11.8% |
| 6M | +21.3% | +31.0% | -9.7% | +12.4% |
| YTD | +2.8% | +28.6% | -25.8% | -4.4% |
| 1Y | 0.0% | +40.1% | -40.1% | -9.2% |
| 3Y | +51.2% | +19.7% | +31.5% | +42.3% |
| All | +51.2% | +21.3% | +30.0% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling