-99.8%
AMIX vs MSI
+47.8%
-147.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -13.7% | -3.7% | -10.0% | -11.4% |
| 30D | -62.1% | +6.8% | -68.9% | -63.7% |
| 3M | -46.2% | +14.3% | -60.5% | -49.1% |
| 6M | -46.4% | -1.6% | -44.9% | -47.2% |
| YTD | -60.3% | +22.8% | -83.1% | -63.1% |
| 1Y | -79.7% | -1.1% | -78.6% | -79.7% |
| All | -99.8% | +47.8% | -147.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling