-5.5%
MOS vs KEYS
+83.3%
-88.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | +7.1% | +4.4% | +2.6% | +5.8% |
| 30D | +15.0% | -2.2% | +17.3% | +15.4% |
| 3M | +24.1% | +0.5% | +23.5% | +22.6% |
| 6M | +2.7% | +22.4% | -19.7% | -4.8% |
| YTD | +12.2% | +64.1% | -51.9% | -7.0% |
| 1Y | -16.3% | +97.0% | -113.2% | -35.3% |
| 3Y | -23.3% | +152.0% | -175.3% | -47.3% |
| All | -5.5% | +83.3% | -88.8% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling