+413.2%
MP vs KEYS
+208.1%
+205.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.3% |
| 7D | -4.6% | +0.9% | -5.5% | -5.2% |
| 30D | -7.1% | -5.3% | -1.8% | -3.7% |
| 3M | -4.0% | +0.5% | -4.5% | -5.0% |
| 6M | -16.7% | +14.0% | -30.7% | -24.6% |
| YTD | +1.6% | +60.3% | -58.7% | -29.6% |
| 1Y | -17.8% | +91.3% | -109.1% | -50.9% |
| 3Y | +139.6% | +146.1% | -6.6% | +11.1% |
| 5Y | +50.5% | +80.8% | -30.3% | -11.9% |
| All | +413.2% | +208.1% | +205.1% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling