+47.1%
KEYS vs MAS
+32.5%
+14.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +4.6% |
| 7D | -11.4% | +2.4% | -13.8% | -11.6% |
| 30D | -28.7% | +19.8% | -48.5% | -30.8% |
| 3M | -19.2% | +9.8% | -29.1% | -20.2% |
| 6M | -25.8% | +15.8% | -41.6% | -28.3% |
| YTD | +33.9% | +31.8% | +2.1% | +20.6% |
| 1Y | +47.1% | +35.4% | +11.7% | +30.3% |
| All | +47.1% | +32.5% | +14.6% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling