+759.0%
KEYS vs MAS
+219.2%
+539.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -4.5% | +3.6% | -8.1% | -6.1% |
| 30D | -23.9% | +23.8% | -47.7% | -31.5% |
| 3M | -13.1% | +14.4% | -27.5% | -19.3% |
| 6M | -19.1% | +19.7% | -38.9% | -27.4% |
| YTD | +43.4% | +36.0% | +7.5% | +19.3% |
| 1Y | +58.8% | +40.4% | +18.5% | +29.8% |
| 3Y | +134.6% | +58.9% | +75.7% | +78.6% |
| 5Y | +58.7% | +44.5% | +14.2% | +23.7% |
| 10Y | +759.0% | +214.8% | +544.2% | +334.7% |
| All | +759.0% | +219.2% | +539.8% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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