+180.5%
MSTR vs ABNB
+54.2%
+126.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -7.9% |
| 7D | -1.2% | +15.6% | -16.8% | -10.8% |
| 30D | -15.9% | +18.3% | -34.2% | -25.4% |
| 3M | +33.1% | +25.3% | +7.8% | +10.5% |
| 6M | -31.0% | +35.8% | -66.8% | -46.4% |
| YTD | -15.1% | +40.0% | -55.1% | -35.6% |
| 1Y | -45.6% | +57.6% | -103.3% | -62.6% |
| 3Y | +180.5% | +60.8% | +119.7% | +108.6% |
| All | +180.5% | +54.2% | +126.3% | +108.6% |
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 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