+66.9%
KEYS vs MAS
+38.5%
+28.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.4% | +3.0% | +6.4% | +9.0% |
| 30D | -16.8% | +22.4% | -39.2% | -19.4% |
| 3M | -15.9% | +14.5% | -30.4% | -17.4% |
| 6M | -17.6% | +27.1% | -44.7% | -22.0% |
| YTD | +46.5% | +35.8% | +10.7% | +31.9% |
| 1Y | +66.9% | +39.4% | +27.5% | +47.7% |
| All | +66.9% | +38.5% | +28.4% | +47.7% |
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 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