+15,692.2%
MA vs KEY
+14.8%
+15,677.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.7% |
| 7D | +3.2% | -2.5% | +5.6% | +4.0% |
| 30D | +15.9% | +4.1% | +11.9% | +14.6% |
| 3M | +15.2% | -8.4% | +23.5% | +18.0% |
| 6M | +32.4% | -2.3% | +34.7% | +32.9% |
| YTD | +15.6% | +4.6% | +11.1% | +13.7% |
| 1Y | +19.3% | +24.6% | -5.2% | +11.4% |
| 3Y | +73.0% | +112.8% | -39.8% | +34.4% |
| 5Y | +93.7% | +12.9% | +80.8% | +72.9% |
| 10Y | +575.0% | +126.7% | +448.3% | +355.7% |
| All | +15,692.2% | +14.8% | +15,677.4% | +11,257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling