+96.5%
KEYS vs MSTZ
-18.6%
+115.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.7% | +3.8% |
| 7D | +3.5% | +17.0% | -13.6% | +4.4% |
| 30D | -4.5% | -61.8% | +57.3% | -8.2% |
| 3M | -0.4% | -54.6% | +54.2% | -1.7% |
| 6M | +19.1% | -59.3% | +78.4% | +18.9% |
| YTD | +66.7% | -74.6% | +141.2% | +65.1% |
| 1Y | +96.5% | -18.8% | +115.3% | +124.0% |
| All | +96.5% | -18.6% | +115.0% | +124.0% |
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