+59.2%
ABNB vs MAGS
+188.2%
-128.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.8% |
| 7D | -4.0% | +0.5% | -4.5% | -4.3% |
| 30D | +19.3% | +1.5% | +17.8% | +18.2% |
| 3M | +36.1% | +0.5% | +35.6% | +35.3% |
| 6M | +34.2% | +11.6% | +22.6% | +23.9% |
| YTD | +34.1% | +5.3% | +28.8% | +28.8% |
| 1Y | +45.1% | +14.9% | +30.2% | +30.5% |
| 3Y | +37.1% | +128.9% | -91.8% | -25.7% |
| All | +59.2% | +188.2% | -128.9% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling