+554.8%
MA vs KEY
+121.9%
+432.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | -0.3% | -0.4% | 0.0% | -0.2% |
| 30D | +11.3% | +7.2% | +4.1% | +8.9% |
| 3M | +16.7% | -4.9% | +21.6% | +18.4% |
| 6M | +32.8% | +1.1% | +31.7% | +32.0% |
| YTD | +15.6% | +6.8% | +8.8% | +12.7% |
| 1Y | +19.6% | +23.3% | -3.7% | +11.4% |
| 3Y | +72.1% | +126.1% | -54.0% | +28.0% |
| 5Y | +96.0% | +15.2% | +80.8% | +75.7% |
| 10Y | +554.8% | +113.6% | +441.2% | +389.8% |
| All | +554.8% | +121.9% | +432.9% | +389.8% |
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