+80.6%
KEYS vs MAS
+32.0%
+48.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.6% |
| 7D | +2.3% | -0.8% | +3.0% | +2.6% |
| 30D | -2.6% | -5.6% | +2.9% | -0.2% |
| 3M | -4.6% | +4.4% | -9.1% | -8.0% |
| 6M | +8.7% | +7.2% | +1.5% | +2.7% |
| YTD | +61.0% | +16.1% | +44.9% | +44.3% |
| 1Y | +96.0% | +0.1% | +95.9% | +89.6% |
| 3Y | +144.4% | +28.3% | +116.1% | +104.3% |
| All | +80.6% | +32.0% | +48.6% | +48.1% |
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