-45.3%
KEEL vs MAS
+40.8%
-86.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.5% | +0.3% | +3.3% |
| 7D | +3.7% | +3.3% | +0.4% | +2.9% |
| 30D | -35.7% | +25.5% | -61.2% | -41.2% |
| 3M | -49.5% | +11.8% | -61.2% | -51.5% |
| 6M | -50.6% | +21.3% | -72.0% | -54.6% |
| YTD | -16.6% | +37.7% | -54.3% | -27.9% |
| All | -45.3% | +40.8% | -86.1% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling