+43.3%
KEY vs MSTZ
-99.2%
+142.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.2% | -9.9% | -1.3% |
| 7D | +2.7% | -25.4% | +28.1% | +1.6% |
| 30D | -3.2% | -60.9% | +57.7% | -7.0% |
| 3M | +1.0% | -54.2% | +55.1% | -0.7% |
| 6M | +11.9% | -65.0% | +76.9% | +9.7% |
| YTD | +8.7% | -76.5% | +85.2% | +7.1% |
| 1Y | +18.5% | -23.4% | +41.9% | +29.8% |
| All | +43.3% | -99.2% | +142.5% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling