-6.3%
MOS vs KEYS
+758.4%
-764.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.5% |
| 7D | -2.0% | +9.4% | -11.4% | -5.1% |
| 30D | +15.3% | -16.8% | +32.1% | +21.7% |
| 3M | +1.5% | -15.9% | +17.4% | +5.9% |
| 6M | -2.0% | -17.6% | +15.6% | +2.0% |
| YTD | -6.5% | +46.5% | -53.0% | -24.5% |
| 1Y | -11.1% | +66.9% | -77.9% | -32.3% |
| 3Y | -30.3% | +141.4% | -171.6% | -56.3% |
| 5Y | -33.5% | +59.5% | -93.0% | -51.7% |
| All | -6.3% | +758.4% | -764.7% | -66.4% |
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