-21.2%
MOS vs KEYS
+92.7%
-113.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | +0.5% | +0.9% | -0.4% | +0.4% |
| 30D | +10.9% | -5.3% | +16.1% | +11.6% |
| 3M | +29.2% | +0.5% | +28.7% | +28.1% |
| 6M | -2.3% | +14.0% | -16.3% | -5.1% |
| YTD | +8.3% | +60.3% | -52.0% | -1.6% |
| 1Y | -21.2% | +91.3% | -112.5% | -33.0% |
| All | -21.2% | +92.7% | -113.9% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling