-45.3%
KEEL vs MSTZ
-63.1%
+17.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -7.3% |
| 7D | -13.6% | +0.7% | -14.3% | -12.3% |
| 30D | -39.1% | +16.6% | -55.7% | -33.1% |
| 3M | -48.9% | -74.7% | +25.8% | -61.7% |
| 6M | -35.4% | -43.9% | +8.5% | -23.2% |
| YTD | -10.6% | -84.0% | +73.4% | -15.0% |
| 1Y | -45.3% | -65.1% | +19.8% | -13.4% |
| All | -45.3% | -63.1% | +17.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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