+82.1%
KEEL vs MSTZ
-99.1%
+181.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.5% | +2.6% |
| 7D | +2.9% | +17.0% | -14.2% | +8.4% |
| 30D | +0.8% | -61.8% | +62.6% | -20.0% |
| 3M | -35.3% | -54.6% | +19.3% | -42.4% |
| 6M | +59.4% | -59.3% | +118.6% | +53.4% |
| YTD | +51.9% | -74.6% | +126.5% | +53.9% |
| 1Y | +75.0% | -18.8% | +93.8% | +189.5% |
| All | +82.1% | -99.1% | +181.3% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling