+48.5%
ABNB vs MAGS
+187.7%
-139.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.1% |
| 7D | -7.4% | +0.8% | -8.3% | -7.9% |
| 30D | -8.2% | +0.4% | -8.6% | -8.4% |
| 3M | +29.1% | +5.6% | +23.6% | +24.2% |
| 6M | +26.6% | +12.3% | +14.2% | +16.3% |
| YTD | +25.0% | +5.1% | +19.9% | +20.2% |
| 1Y | +37.0% | +14.0% | +23.0% | +24.0% |
| 3Y | +16.3% | +129.4% | -113.1% | -37.1% |
| All | +48.5% | +187.7% | -139.2% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling