+611.0%
MS vs KEY
+122.1%
+488.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -4.4% |
| 7D | -3.4% | -2.5% | -0.9% | -1.9% |
| 30D | -3.9% | +4.1% | -8.0% | -6.1% |
| 3M | -15.9% | -8.4% | -7.6% | -11.7% |
| 6M | -2.5% | -2.3% | -0.2% | -1.4% |
| YTD | +5.1% | +4.6% | +0.5% | +2.5% |
| 1Y | +13.0% | +24.6% | -11.6% | -0.5% |
| 3Y | +160.7% | +112.8% | +47.9% | +66.1% |
| 5Y | +114.0% | +12.9% | +101.1% | +82.8% |
| All | +611.0% | +122.1% | +488.9% | +240.0% |
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