-99.8%
AMIX vs MAGS
+104.2%
-204.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.9% |
| 7D | -4.8% | +0.6% | -5.4% | -5.1% |
| 30D | -42.0% | +3.2% | -45.2% | -43.0% |
| 3M | -46.5% | +7.7% | -54.2% | -47.6% |
| 6M | -48.2% | +12.5% | -60.7% | -50.1% |
| YTD | -62.2% | +6.0% | -68.1% | -62.8% |
| 1Y | -82.1% | +14.4% | -96.4% | -82.6% |
| All | -99.8% | +104.2% | -204.0% | -99.8% |
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 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