+210.4%
MGY vs KEYS
+767.2%
-556.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.2% |
| 7D | +3.5% | +3.5% | +0.1% | +2.3% |
| 30D | +5.3% | -4.5% | +9.7% | +6.6% |
| 3M | +2.6% | -0.4% | +3.1% | +1.5% |
| 6M | -3.3% | +19.1% | -22.4% | -11.7% |
| YTD | +29.2% | +66.7% | -37.4% | +1.3% |
| 1Y | +18.0% | +96.5% | -78.4% | -14.3% |
| 3Y | +30.0% | +155.2% | -125.1% | -17.4% |
| 5Y | +92.7% | +88.0% | +4.7% | +35.4% |
| All | +210.4% | +767.2% | -556.8% | +49.2% |
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