-89.7%
AMIX vs MAGS
+4.1%
-93.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +10.0% |
| 7D | +11.4% | -0.3% | +11.7% | +11.7% |
| 30D | -40.5% | -7.1% | -33.4% | -33.5% |
| 3M | -80.1% | -0.7% | -79.4% | -80.1% |
| 6M | -74.8% | -1.5% | -73.3% | -73.9% |
| YTD | -84.0% | +3.9% | -87.9% | -83.5% |
| 1Y | -89.7% | +3.1% | -92.8% | -89.2% |
| All | -89.7% | +4.1% | -93.8% | -89.2% |
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