-33.0%
MOS vs KEYS
+990.4%
-1,023.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -2.6% | +16.7% | -19.3% | -7.9% |
| 30D | +13.5% | -17.8% | +31.3% | +20.4% |
| 3M | -2.9% | -14.2% | +11.3% | +0.6% |
| 6M | -1.0% | -15.9% | +14.9% | +2.3% |
| YTD | -7.2% | +49.7% | -56.9% | -25.5% |
| 1Y | -11.4% | +65.3% | -76.7% | -32.0% |
| 3Y | -29.0% | +144.9% | -173.8% | -55.4% |
| 5Y | -34.0% | +63.0% | -97.0% | -52.2% |
| 10Y | -4.0% | +780.0% | -784.1% | -67.1% |
| All | -33.0% | +990.4% | -1,023.5% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling