+593.1%
MA vs KEY
+96.4%
+496.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +1.3% | +2.9% | -1.6% | +0.4% |
| 30D | +9.6% | +8.4% | +1.2% | +6.9% |
| 3M | +16.8% | -5.8% | +22.5% | +18.8% |
| 6M | +35.2% | +5.4% | +29.7% | +32.7% |
| YTD | +16.6% | +7.1% | +9.5% | +13.6% |
| 1Y | +19.8% | +26.8% | -7.0% | +10.6% |
| 3Y | +70.7% | +128.7% | -58.0% | +26.2% |
| 5Y | +87.4% | +13.6% | +73.8% | +68.8% |
| All | +593.1% | +96.4% | +496.7% | +385.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling