+251.2%
MNST vs KEYS
+1,049.9%
-798.7%
-30.4%
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% | -0.3% |
| 7D | -1.0% | +3.5% | -4.5% | -1.8% |
| 30D | -5.6% | -4.5% | -1.1% | -4.8% |
| 3M | -5.7% | -0.4% | -5.3% | -6.5% |
| 6M | +12.0% | +19.1% | -7.2% | +5.2% |
| YTD | +13.2% | +66.7% | -53.4% | -4.2% |
| 1Y | +36.1% | +96.5% | -60.4% | +9.0% |
| 3Y | +52.9% | +155.2% | -102.3% | +9.0% |
| 5Y | +81.0% | +88.0% | -7.0% | +39.8% |
| All | +251.2% | +1,049.9% | -798.7% | +57.1% |
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