+105.5%
KEEL vs MAS
+150.1%
-44.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.8% |
| 7D | -0.5% | +3.0% | -3.5% | -2.4% |
| 30D | -27.1% | +22.4% | -49.5% | -37.2% |
| 3M | -43.8% | +14.5% | -58.3% | -49.5% |
| 6M | -55.2% | +27.1% | -82.3% | -63.3% |
| YTD | -20.9% | +35.8% | -56.6% | -39.0% |
| 1Y | -28.5% | +39.4% | -67.9% | -46.4% |
| 3Y | +66.1% | +60.3% | +5.8% | +10.1% |
| 5Y | -78.3% | +39.4% | -117.7% | -84.4% |
| All | +105.5% | +150.1% | -44.5% | +5.8% |
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 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