+46.7%
ABNB vs MAGS
+187.1%
-140.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -9.5% | -1.8% | -7.7% | -8.4% |
| 30D | -9.4% | +1.1% | -10.4% | -10.0% |
| 3M | +29.9% | +7.7% | +22.1% | +23.2% |
| 6M | +26.6% | +11.7% | +14.9% | +16.8% |
| YTD | +23.5% | +4.9% | +18.6% | +19.0% |
| 1Y | +35.8% | +14.3% | +21.5% | +22.6% |
| 3Y | +15.0% | +128.9% | -113.9% | -37.7% |
| All | +46.7% | +187.1% | -140.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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