+445.3%
MP vs KEYS
+209.6%
+235.7%
-82.0%
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% | +0.4% |
| 7D | -2.9% | +2.3% | -5.1% | -4.4% |
| 30D | +13.8% | -2.6% | +16.4% | +15.5% |
| 3M | -16.7% | -4.6% | -12.1% | -14.3% |
| 6M | -11.5% | +8.7% | -20.2% | -17.3% |
| YTD | +7.9% | +61.0% | -53.1% | -25.5% |
| 1Y | -15.0% | +96.0% | -111.0% | -50.2% |
| 3Y | +153.5% | +144.4% | +9.1% | +18.3% |
| 5Y | +58.7% | +80.5% | -21.8% | -7.1% |
| All | +445.3% | +209.6% | +235.7% | +144.1% |
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