+503.0%
MA vs KEYS
+1,049.9%
-546.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.7% |
| 7D | -1.7% | +3.5% | -5.2% | -3.0% |
| 30D | +1.7% | -4.5% | +6.2% | +3.0% |
| 3M | +17.2% | -0.4% | +17.6% | +15.4% |
| 6M | +13.3% | +19.1% | -5.8% | +2.7% |
| YTD | +0.2% | +66.7% | -66.5% | -22.6% |
| 1Y | -2.7% | +96.5% | -99.2% | -30.6% |
| 3Y | +39.1% | +155.2% | -116.1% | -16.2% |
| 5Y | +68.8% | +88.0% | -19.2% | +15.0% |
| All | +503.0% | +1,049.9% | -546.9% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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