+62.7%
MP vs KEYS
+82.0%
-19.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | -0.7% | +2.9% | -3.7% | -2.8% |
| 30D | -0.7% | -1.3% | +0.7% | -0.1% |
| 3M | 0.0% | -0.1% | +0.1% | -0.8% |
| 6M | -10.0% | +17.4% | -27.3% | -20.6% |
| YTD | +7.5% | +62.9% | -55.4% | -27.6% |
| 1Y | -14.0% | +95.7% | -109.8% | -50.7% |
| 3Y | +153.5% | +150.2% | +3.3% | +10.3% |
| 5Y | +62.7% | +83.1% | -20.4% | -6.5% |
| All | +62.7% | +82.0% | -19.2% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling