+607.1%
MS vs KEY
+120.9%
+486.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -0.7% |
| 30D | -3.8% | +5.1% | -8.9% | -6.5% |
| 3M | -14.6% | -7.1% | -7.5% | -11.0% |
| 6M | -5.1% | -4.4% | -0.7% | -2.8% |
| YTD | +4.5% | +4.0% | +0.5% | +2.2% |
| 1Y | +13.5% | +23.4% | -9.9% | +0.5% |
| 3Y | +160.4% | +113.9% | +46.5% | +65.4% |
| 5Y | +112.9% | +12.3% | +100.5% | +82.3% |
| All | +607.1% | +120.9% | +486.2% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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