+808.5%
MS vs KEY
+168.7%
+639.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +1.4% | +2.2% | -0.8% | +0.1% |
| 30D | -0.3% | -3.0% | +2.8% | +1.5% |
| 3M | +0.3% | +3.3% | -3.0% | -1.7% |
| 6M | +31.3% | +9.2% | +22.1% | +24.8% |
| YTD | +24.7% | +10.6% | +14.0% | +17.7% |
| 1Y | +47.9% | +20.4% | +27.5% | +32.5% |
| 3Y | +178.3% | +121.8% | +56.5% | +72.2% |
| 5Y | +144.9% | +41.1% | +103.8% | +81.4% |
| All | +808.5% | +168.7% | +639.8% | +294.7% |
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