+116.8%
KEYS vs MSTZ
-99.1%
+215.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.2% | -1.2% |
| 7D | +0.9% | +24.8% | -23.9% | +2.3% |
| 30D | -5.3% | -59.2% | +54.0% | -9.0% |
| 3M | +0.5% | -56.9% | +57.4% | -1.8% |
| 6M | +14.0% | -57.6% | +71.6% | +13.3% |
| YTD | +60.3% | -73.6% | +133.9% | +59.0% |
| 1Y | +91.3% | -15.6% | +106.9% | +108.4% |
| All | +116.8% | -99.1% | +215.9% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling