+59.6%
KEYS vs MSTZ
-63.1%
+122.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -6.8% |
| 7D | -14.8% | +0.7% | -15.5% | -14.6% |
| 30D | -25.6% | +16.6% | -42.2% | -24.7% |
| 3M | -16.2% | -74.7% | +58.4% | -19.6% |
| 6M | -18.6% | -43.9% | +25.3% | -16.2% |
| YTD | +40.7% | -84.0% | +124.7% | +37.2% |
| 1Y | +59.6% | -65.1% | +124.7% | +66.1% |
| All | +59.6% | -63.1% | +122.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling