+774.2%
KEYS vs MAS
+214.3%
+560.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +16.7% | +1.2% | +15.6% | +16.1% |
| 30D | -17.8% | +21.6% | -39.4% | -25.5% |
| 3M | -14.2% | +14.1% | -28.3% | -20.1% |
| 6M | -15.9% | +22.6% | -38.5% | -25.3% |
| YTD | +49.7% | +35.4% | +14.3% | +24.7% |
| 1Y | +65.3% | +37.5% | +27.8% | +36.5% |
| 3Y | +144.9% | +58.3% | +86.5% | +86.7% |
| 5Y | +63.0% | +39.1% | +23.9% | +29.3% |
| All | +774.2% | +214.3% | +560.0% | +343.2% |
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