-99.9%
AMIX vs MSI
+67.0%
-166.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +11.4% | +7.4% | +4.0% | +6.2% |
| 30D | -40.5% | +18.7% | -59.2% | -47.2% |
| 3M | -80.1% | +14.5% | -94.5% | -81.9% |
| 6M | -74.8% | +38.1% | -112.9% | -78.6% |
| YTD | -84.0% | +38.7% | -122.7% | -86.3% |
| 1Y | -89.7% | +35.4% | -125.1% | -91.1% |
| All | -99.9% | +67.0% | -166.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling