+20.4%
KEY vs MSTZ
-29.5%
+49.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.3% |
| 7D | +2.2% | -29.7% | +31.9% | +1.6% |
| 30D | -3.0% | -65.3% | +62.3% | -4.9% |
| 3M | +3.3% | -57.3% | +60.7% | +3.0% |
| 6M | +9.2% | -61.6% | +70.8% | +9.2% |
| YTD | +10.6% | -78.3% | +88.9% | +9.8% |
| 1Y | +20.4% | -30.2% | +50.6% | +28.7% |
| All | +20.4% | -29.5% | +49.8% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling