+41.9%
KEYS vs MAS
+41.7%
+0.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.4% | -5.4% | -7.3% |
| 7D | -21.0% | +4.6% | -25.5% | -22.7% |
| 30D | -32.8% | +19.9% | -52.7% | -38.6% |
| 3M | -22.4% | +8.9% | -31.3% | -26.2% |
| 6M | -26.8% | +20.2% | -46.9% | -34.4% |
| YTD | +28.3% | +33.9% | -5.6% | +6.6% |
| 1Y | +40.2% | +34.7% | +5.6% | +16.0% |
| 3Y | +107.2% | +60.4% | +46.8% | +54.1% |
| 5Y | +41.9% | +43.5% | -1.6% | +15.2% |
| All | +41.9% | +41.7% | +0.2% | +15.2% |
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 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