+122.0%
KEYS vs MSTZ
-99.2%
+221.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.2% | -6.3% | +2.4% |
| 7D | +4.4% | -25.4% | +29.8% | +3.2% |
| 30D | -2.2% | -60.9% | +58.7% | -6.3% |
| 3M | +0.5% | -54.2% | +54.7% | -1.2% |
| 6M | +22.4% | -65.0% | +87.4% | +20.2% |
| YTD | +64.1% | -76.5% | +140.6% | +61.7% |
| 1Y | +97.0% | -23.4% | +120.3% | +113.3% |
| All | +122.0% | -99.2% | +221.2% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling