+125.3%
KEY vs MSI
+76.3%
+49.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.5% | +7.4% | -6.9% | -0.8% |
| 30D | +6.9% | +18.7% | -11.9% | +3.6% |
| 3M | -5.0% | +14.5% | -19.5% | -7.4% |
| 6M | +0.7% | +38.1% | -37.4% | -5.7% |
| YTD | +6.5% | +38.7% | -32.3% | -1.7% |
| 1Y | +22.6% | +35.4% | -12.8% | +14.0% |
| 3Y | +125.3% | +75.1% | +50.2% | +89.1% |
| All | +125.3% | +76.3% | +49.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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