-21.1%
MOS vs KEYS
+1,072.8%
-1,093.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +9.5% | +2.3% | +7.3% | +8.6% |
| 30D | +10.4% | -2.6% | +13.0% | +11.0% |
| 3M | +12.9% | -4.6% | +17.5% | +13.4% |
| 6M | +1.2% | +8.7% | -7.5% | -4.0% |
| YTD | +9.3% | +61.0% | -51.7% | -13.0% |
| 1Y | -18.0% | +96.0% | -114.0% | -40.3% |
| 3Y | -29.0% | +144.4% | -173.4% | -54.4% |
| 5Y | -9.6% | +80.5% | -90.1% | -36.1% |
| 10Y | +6.1% | +974.9% | -968.9% | -65.7% |
| All | -21.1% | +1,072.8% | -1,093.9% | -75.1% |
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 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