-99.9%
AMIX vs MAGS
+95.3%
-195.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -2.8% |
| 7D | -25.5% | -4.1% | -21.4% | -23.6% |
| 30D | -56.2% | -9.5% | -46.7% | -53.6% |
| 3M | -87.4% | -2.3% | -85.1% | -87.3% |
| 6M | -80.9% | -0.4% | -80.5% | -80.6% |
| YTD | -86.8% | +1.3% | -88.2% | -86.7% |
| 1Y | -91.3% | +0.4% | -91.7% | -91.2% |
| All | -99.9% | +95.3% | -195.3% | -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