+521.8%
MA vs KEY
+168.7%
+353.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | +1.5% | -3.0% | +4.6% | +2.4% |
| 3M | +20.4% | +3.3% | +17.1% | +19.1% |
| 6M | +11.1% | +9.2% | +1.9% | +7.8% |
| YTD | +2.0% | +10.6% | -8.7% | -1.6% |
| 1Y | -2.2% | +20.4% | -22.6% | -8.2% |
| 3Y | +41.9% | +121.8% | -80.0% | +5.8% |
| 5Y | +75.4% | +41.1% | +34.2% | +46.1% |
| All | +521.8% | +168.7% | +353.1% | +293.1% |
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