-99.9%
AMIX vs MAGS
+101.3%
-201.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.5% | -20.5% | -20.3% |
| 7D | -8.1% | -2.0% | -6.1% | -7.0% |
| 30D | -52.3% | -6.9% | -45.4% | -50.3% |
| 3M | -83.8% | +0.7% | -84.4% | -83.8% |
| 6M | -79.0% | -0.8% | -78.2% | -78.7% |
| YTD | -87.2% | +4.4% | -91.6% | -87.3% |
| 1Y | -91.7% | +3.9% | -95.6% | -91.8% |
| All | -99.9% | +101.3% | -201.2% | -99.9% |
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 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