+35.8%
ABNB vs MAGS
+13.0%
+22.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -9.5% | -1.8% | -7.7% | -8.5% |
| 30D | -9.4% | +1.1% | -10.4% | -9.9% |
| 3M | +29.9% | +7.7% | +22.1% | +24.5% |
| 6M | +26.6% | +11.7% | +14.9% | +17.4% |
| YTD | +23.5% | +4.9% | +18.6% | +17.6% |
| 1Y | +35.8% | +14.3% | +21.5% | +26.8% |
| All | +35.8% | +13.0% | +22.8% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling