+96.0%
MA vs KEY
+16.6%
+79.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | -0.3% | -0.4% | 0.0% | -0.2% |
| 30D | +11.3% | +7.2% | +4.1% | +9.5% |
| 3M | +16.7% | -4.9% | +21.6% | +18.0% |
| 6M | +32.8% | +1.1% | +31.7% | +32.2% |
| YTD | +15.6% | +6.8% | +8.8% | +13.5% |
| 1Y | +19.6% | +23.3% | -3.7% | +13.4% |
| 3Y | +72.1% | +126.1% | -54.0% | +38.9% |
| 5Y | +96.0% | +15.2% | +80.8% | +97.6% |
| All | +96.0% | +16.6% | +79.5% | +97.6% |
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