-79.7%
AMIX vs MAGS
+15.9%
-95.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | +0.4% |
| 7D | -13.7% | +0.5% | -14.3% | -14.4% |
| 30D | -62.1% | +1.5% | -63.6% | -63.0% |
| 3M | -46.2% | +0.5% | -46.6% | -45.1% |
| 6M | -46.4% | +11.6% | -58.0% | -50.6% |
| YTD | -60.3% | +5.3% | -65.5% | -60.2% |
| 1Y | -79.7% | +14.9% | -94.6% | -81.2% |
| All | -79.7% | +15.9% | -95.6% | -81.2% |
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