+128.7%
KEEL vs MAS
+150.7%
-22.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.2% | +8.3% |
| 7D | -1.4% | -1.8% | +0.4% | +0.3% |
| 30D | -29.8% | +23.6% | -53.4% | -40.0% |
| 3M | -37.1% | +12.4% | -49.5% | -42.8% |
| 6M | -51.9% | +21.9% | -73.7% | -59.4% |
| YTD | -11.9% | +36.1% | -48.0% | -32.3% |
| 1Y | -38.6% | +39.5% | -78.1% | -53.9% |
| 3Y | +72.5% | +59.1% | +13.4% | +15.0% |
| 5Y | -74.4% | +44.4% | -118.8% | -81.8% |
| All | +128.7% | +150.7% | -22.0% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling