-58.6%
MSTR vs ABNB
+40.5%
-99.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -2.2% |
| 7D | +9.3% | -4.4% | +13.7% | +12.1% |
| 30D | +36.5% | -2.0% | +38.5% | +37.0% |
| 3M | +7.3% | +29.8% | -22.5% | -11.5% |
| 6M | +2.2% | +31.0% | -28.8% | -16.4% |
| YTD | -10.2% | +28.6% | -38.8% | -29.3% |
| 1Y | -58.6% | +40.1% | -98.7% | -65.7% |
| All | -58.6% | +40.5% | -99.1% | -65.7% |
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