+542.0%
MS vs KEYS
+758.4%
-216.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.8% |
| 7D | +5.1% | +9.4% | -4.3% | +0.8% |
| 30D | +5.7% | -16.8% | +22.4% | +13.9% |
| 3M | -12.2% | -15.9% | +3.7% | -6.3% |
| 6M | -0.5% | -17.6% | +17.1% | +6.0% |
| YTD | +9.8% | +46.5% | -36.7% | -13.6% |
| 1Y | +17.7% | +66.9% | -49.2% | -13.5% |
| 3Y | +176.8% | +141.4% | +35.4% | +63.2% |
| 5Y | +123.7% | +59.5% | +64.2% | +58.2% |
| All | +542.0% | +758.4% | -216.4% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling