+1,058.3%
KEYS vs MAS
+355.4%
+702.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -4.6% | +4.4% | -9.1% | -7.7% |
| 6M | +8.7% | +7.2% | +1.5% | +3.3% |
| YTD | +61.0% | +16.1% | +44.9% | +46.0% |
| 1Y | +96.0% | +0.1% | +95.9% | +90.3% |
| 3Y | +144.4% | +28.3% | +116.1% | +108.6% |
| 5Y | +80.5% | +30.5% | +50.0% | +49.9% |
| 10Y | +974.9% | +139.1% | +835.8% | +549.8% |
| All | +1,058.3% | +355.4% | +702.9% | +487.3% |
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