+1,013.4%
KEY vs MSI
+4,479.6%
-3,466.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.8% | -4.1% |
| 7D | -2.5% | +5.1% | -7.5% | -4.1% |
| 30D | +4.1% | +13.3% | -9.2% | -0.3% |
| 3M | -8.4% | +18.3% | -26.7% | -13.7% |
| 6M | -2.3% | +18.7% | -21.0% | -8.6% |
| YTD | +4.6% | +36.0% | -31.4% | -7.0% |
| 1Y | +24.6% | +32.6% | -8.0% | +11.7% |
| 3Y | +112.8% | +78.3% | +34.5% | +70.7% |
| 5Y | +12.9% | +121.6% | -108.7% | -16.3% |
| 10Y | +126.7% | +689.0% | -562.3% | +13.1% |
| All | +1,013.4% | +4,479.6% | -3,466.2% | +180.1% |
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