+822.5%
KEYS vs MAS
+425.1%
+397.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.2% |
| YTD | +28.3% | +33.9% | -5.6% | +8.0% |
| 1Y | +40.2% | +34.7% | +5.6% | +17.6% |
| 3Y | +107.2% | +60.4% | +46.8% | +58.7% |
| 5Y | +41.9% | +43.5% | -1.6% | +11.9% |
| 10Y | +719.0% | +226.7% | +492.3% | +332.3% |
| All | +822.5% | +425.1% | +397.4% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling