+751.8%
MA vs KEYS
+1,095.1%
-343.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.1% |
| 7D | -1.8% | +4.4% | -6.2% | -3.3% |
| 30D | +1.4% | -2.2% | +3.6% | +1.8% |
| 3M | +17.7% | +0.5% | +17.2% | +15.5% |
| 6M | +9.7% | +22.4% | -12.7% | -1.5% |
| YTD | +0.5% | +64.1% | -63.6% | -21.3% |
| 1Y | -2.1% | +97.0% | -99.0% | -29.5% |
| 3Y | +40.1% | +152.0% | -111.9% | -13.4% |
| 5Y | +67.5% | +83.7% | -16.2% | +16.9% |
| 10Y | +505.6% | +997.9% | -492.3% | +101.9% |
| All | +751.8% | +1,095.1% | -343.3% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling