-99.9%
AMIX vs MAS
+35.5%
-135.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.6% | -8.7% | -5.1% |
| 7D | -25.1% | +14.2% | -39.3% | -29.1% |
| 30D | -54.5% | +26.8% | -81.3% | -58.8% |
| 3M | -91.7% | +13.1% | -104.9% | -92.2% |
| 6M | -79.4% | +27.9% | -107.4% | -81.4% |
| YTD | -86.1% | +38.7% | -124.7% | -87.6% |
| 1Y | -91.6% | +40.4% | -131.9% | -92.5% |
| All | -99.9% | +35.5% | -135.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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