+553.1%
MA vs KEY
+120.9%
+432.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.3% | -1.3% | +3.6% | +2.7% |
| 30D | +14.7% | +5.1% | +9.5% | +12.9% |
| 3M | +13.5% | -7.1% | +20.6% | +16.0% |
| 6M | +33.1% | -4.4% | +37.5% | +34.6% |
| YTD | +15.1% | +4.0% | +11.1% | +13.2% |
| 1Y | +18.7% | +23.4% | -4.7% | +10.6% |
| 3Y | +72.1% | +113.9% | -41.8% | +30.3% |
| 5Y | +92.8% | +12.3% | +80.5% | +74.2% |
| All | +553.1% | +120.9% | +432.2% | +385.5% |
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