-90.5%
AMIX vs MSI
+36.7%
-127.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +9.0% |
| 7D | +1.2% | +8.3% | -7.2% | -7.5% |
| 30D | -45.3% | +18.9% | -64.2% | -55.4% |
| 3M | -83.1% | +13.2% | -96.3% | -85.3% |
| 6M | -76.9% | +38.3% | -115.1% | -81.9% |
| YTD | -85.3% | +38.9% | -124.2% | -87.7% |
| All | -90.5% | +36.7% | -127.2% | -91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling