+1.2%
MOS vs KEYS
+6.6%
-5.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +9.5% | +2.3% | +7.3% | +9.1% |
| 30D | +10.4% | -2.6% | +13.0% | +10.5% |
| 3M | +12.9% | -4.6% | +17.5% | +12.3% |
| 6M | +1.2% | +8.7% | -7.5% | -4.5% |
| All | +1.2% | +6.6% | -5.3% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling