-27.5%
MOS vs KEYS
+146.7%
-174.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.8% |
| 7D | +5.5% | +6.9% | -1.5% | +3.9% |
| 30D | +21.0% | -19.1% | +40.0% | +26.4% |
| 3M | -0.5% | -11.1% | +10.6% | +1.1% |
| 6M | +6.6% | -16.6% | +23.2% | +9.5% |
| YTD | -2.8% | +50.4% | -53.2% | -17.8% |
| 1Y | -8.1% | +67.5% | -75.6% | -25.6% |
| All | -27.5% | +146.7% | -174.2% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling