-81.2%
AMIX vs MAGS
+0.5%
-81.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -2.1% |
| 7D | -16.0% | -1.4% | -14.6% | -14.2% |
| 30D | -55.4% | -8.4% | -47.1% | -46.6% |
| 3M | -87.5% | -1.5% | -86.0% | -87.7% |
| 6M | -81.2% | -1.4% | -79.8% | -79.9% |
| All | -81.2% | +0.5% | -81.7% | -79.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling