+1,007.5%
KEY vs MSI
+4,457.4%
-3,449.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.3% | +4.7% | -6.0% | -2.9% |
| 30D | +5.1% | +14.8% | -9.6% | +0.3% |
| 3M | -7.1% | +8.8% | -15.9% | -9.9% |
| 6M | -4.4% | +19.3% | -23.7% | -10.7% |
| YTD | +4.0% | +35.3% | -31.3% | -7.3% |
| 1Y | +23.4% | +33.8% | -10.4% | +10.3% |
| 3Y | +113.9% | +74.4% | +39.5% | +73.0% |
| 5Y | +12.3% | +120.5% | -108.2% | -16.6% |
| 10Y | +125.5% | +685.2% | -559.7% | +12.7% |
| All | +1,007.5% | +4,457.4% | -3,449.9% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling