+284.5%
MSTR vs ABNB
+27.9%
+256.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.6% | -4.7% |
| 7D | -13.4% | -1.7% | -11.7% | -12.5% |
| 30D | -22.1% | +11.8% | -33.9% | -28.9% |
| 3M | +15.0% | +0.9% | +14.1% | +12.0% |
| 6M | -37.3% | +40.5% | -77.8% | -53.2% |
| YTD | -26.5% | +37.6% | -64.2% | -44.3% |
| 1Y | -46.5% | +54.1% | -100.6% | -63.1% |
| 3Y | +121.1% | +56.8% | +64.3% | +47.1% |
| 5Y | +37.5% | -9.6% | +47.1% | +22.6% |
| All | +284.5% | +27.9% | +256.5% | +224.2% |
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 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