+16.8%
KEY vs MAS
+48.4%
-31.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | -1.6% |
| 7D | +1.7% | +14.2% | -12.5% | -5.6% |
| 30D | +6.8% | +26.8% | -20.0% | -6.5% |
| 3M | -5.8% | +13.1% | -18.9% | -12.5% |
| 6M | +1.4% | +27.9% | -26.5% | -13.4% |
| YTD | +7.5% | +38.7% | -31.2% | -14.4% |
| 1Y | +29.6% | +40.4% | -10.8% | +2.1% |
| 3Y | +118.8% | +66.1% | +52.7% | +48.5% |
| 5Y | +16.8% | +47.4% | -30.6% | -18.8% |
| All | +16.8% | +48.4% | -31.6% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling