+119.0%
KEY vs MAS
+219.8%
-100.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -0.7% |
| 7D | -2.5% | +4.6% | -7.0% | -5.2% |
| 30D | +4.1% | +19.9% | -15.8% | -7.0% |
| 3M | -8.4% | +8.9% | -17.3% | -13.6% |
| 6M | -2.3% | +20.2% | -22.4% | -14.6% |
| YTD | +4.6% | +33.9% | -29.3% | -16.5% |
| 1Y | +24.6% | +34.7% | -10.1% | -1.2% |
| 3Y | +112.8% | +60.4% | +52.4% | +46.1% |
| 5Y | +12.9% | +43.5% | -30.5% | -18.4% |
| All | +119.0% | +219.8% | -100.8% | -1.1% |
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