+92.3%
MA vs KEY
+11.7%
+80.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | +14.7% | +5.1% | +9.5% | +13.3% |
| 3M | +13.5% | -7.1% | +20.6% | +15.4% |
| 6M | +33.1% | -4.4% | +37.5% | +34.3% |
| YTD | +15.1% | +4.0% | +11.1% | +13.7% |
| 1Y | +18.7% | +23.4% | -4.7% | +12.6% |
| 3Y | +72.1% | +113.9% | -41.8% | +40.7% |
| All | +92.3% | +11.7% | +80.6% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling