+584.1%
MA vs KEY
+95.2%
+488.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | +1.8% | -2.3% | -1.1% |
| 30D | +7.9% | +7.1% | +0.8% | +5.6% |
| 3M | +16.8% | -5.9% | +22.7% | +18.9% |
| 6M | +31.0% | +2.2% | +28.8% | +29.8% |
| YTD | +15.0% | +6.4% | +8.6% | +12.3% |
| 1Y | +17.0% | +24.8% | -7.7% | +8.6% |
| 3Y | +68.5% | +125.2% | -56.8% | +25.2% |
| 5Y | +85.0% | +13.0% | +72.0% | +66.9% |
| All | +584.1% | +95.2% | +488.9% | +380.5% |
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