-34.6%
MP vs KEYS
+55.9%
-90.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -6.3% | +1.2% | -1.5% |
| 7D | -12.5% | -14.8% | +2.3% | -4.4% |
| 30D | -23.3% | -25.6% | +2.3% | -9.7% |
| 3M | -24.4% | -16.2% | -8.1% | -17.3% |
| 6M | -45.8% | -18.6% | -27.1% | -40.2% |
| YTD | -28.9% | +40.7% | -69.6% | -39.6% |
| 1Y | -34.6% | +59.6% | -94.2% | -45.5% |
| All | -34.6% | +55.9% | -90.5% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling