-99.9%
AMIX vs MAGS
+101.9%
-201.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.3% | +9.5% | +10.5% |
| 7D | +1.2% | +1.3% | -0.1% | +0.5% |
| 30D | -45.3% | -6.3% | -39.0% | -43.2% |
| 3M | -83.1% | -0.1% | -83.0% | -83.0% |
| 6M | -76.9% | -0.8% | -76.1% | -76.6% |
| YTD | -85.3% | +4.7% | -90.0% | -85.4% |
| 1Y | -89.8% | +6.8% | -96.6% | -90.0% |
| All | -99.9% | +101.9% | -201.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling