+332.6%
MSTR vs ABNB
+30.3%
+302.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.7% |
| 7D | -4.0% | +11.2% | -15.2% | -11.7% |
| 30D | -18.6% | +14.7% | -33.4% | -27.0% |
| 3M | +25.6% | +6.9% | +18.7% | +17.3% |
| 6M | -33.1% | +34.5% | -67.5% | -48.3% |
| YTD | -17.3% | +40.2% | -57.6% | -38.1% |
| 1Y | -48.1% | +57.4% | -105.5% | -64.7% |
| 3Y | +154.2% | +64.7% | +89.5% | +63.3% |
| 5Y | +46.2% | -2.3% | +48.5% | +25.5% |
| All | +332.6% | +30.3% | +302.2% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling