-99.8%
AMIX vs MAS
+13.5%
-113.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.7% |
| 7D | -13.7% | -0.8% | -13.0% | -13.4% |
| 30D | -62.1% | -5.6% | -56.5% | -61.2% |
| 3M | -46.2% | +4.4% | -50.6% | -47.2% |
| 6M | -46.4% | +7.2% | -53.6% | -47.9% |
| YTD | -60.3% | +16.1% | -76.4% | -61.8% |
| 1Y | -79.7% | +0.1% | -79.8% | -79.6% |
| All | -99.8% | +13.5% | -113.3% | -99.8% |
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