+755.4%
KEYS vs MAS
+230.1%
+525.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.5% | +1.7% | +4.2% |
| 7D | -3.3% | +3.3% | -6.6% | -4.9% |
| 30D | -24.5% | +25.5% | -50.0% | -32.5% |
| 3M | -15.3% | +11.8% | -27.0% | -20.4% |
| 6M | -19.8% | +21.3% | -41.1% | -28.4% |
| YTD | +42.2% | +37.7% | +4.5% | +17.6% |
| 1Y | +59.8% | +41.0% | +18.8% | +30.4% |
| 3Y | +137.0% | +63.0% | +74.0% | +78.4% |
| 5Y | +55.5% | +44.1% | +11.4% | +21.4% |
| 10Y | +755.4% | +224.3% | +531.2% | +327.6% |
| All | +755.4% | +230.1% | +525.3% | +327.6% |
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