+46.1%
KEYS vs MAS
+39.2%
+6.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.2% |
| 7D | -11.4% | +2.0% | -13.4% | -12.4% |
| 30D | -28.7% | +19.4% | -48.0% | -34.8% |
| 3M | -19.2% | +9.4% | -28.7% | -23.4% |
| 6M | -25.8% | +15.3% | -41.1% | -32.3% |
| YTD | +33.9% | +31.3% | +2.6% | +12.2% |
| 1Y | +47.1% | +34.9% | +12.2% | +21.3% |
| 3Y | +119.4% | +58.6% | +60.8% | +63.8% |
| All | +46.1% | +39.2% | +6.9% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling