-99.8%
AMIX vs MAGS
+102.9%
-202.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | -13.7% | +0.5% | -14.3% | -13.9% |
| 30D | -62.1% | +1.5% | -63.6% | -62.4% |
| 3M | -46.2% | +0.5% | -46.6% | -45.9% |
| 6M | -46.4% | +11.6% | -58.0% | -48.1% |
| YTD | -60.3% | +5.3% | -65.5% | -60.8% |
| 1Y | -79.7% | +14.9% | -94.6% | -80.2% |
| All | -99.8% | +102.9% | -202.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling