+1,078.2%
KEY vs MAS
+1,430.5%
-352.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | +2.2% | -0.8% | +3.0% | +2.6% |
| 30D | -3.0% | -5.6% | +2.5% | -0.5% |
| 3M | +3.3% | +4.4% | -1.1% | +0.1% |
| 6M | +9.2% | +7.2% | +2.0% | +3.5% |
| YTD | +10.6% | +16.1% | -5.5% | +0.2% |
| 1Y | +20.4% | +0.1% | +20.3% | +16.9% |
| 3Y | +121.8% | +28.3% | +93.5% | +89.1% |
| 5Y | +41.1% | +30.5% | +10.7% | +18.1% |
| 10Y | +168.5% | +139.1% | +29.4% | +66.4% |
| All | +1,078.2% | +1,430.5% | -352.3% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling