+773.9%
MS vs KEYS
+1,005.8%
-231.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | -1.1% | -5.3% | +4.1% | +1.1% |
| 3M | +3.5% | +0.5% | +3.0% | +2.0% |
| 6M | +33.7% | +14.0% | +19.7% | +23.1% |
| YTD | +21.8% | +60.3% | -38.5% | -7.1% |
| 1Y | +41.1% | +91.3% | -50.2% | -2.2% |
| 3Y | +174.5% | +146.1% | +28.4% | +62.6% |
| 5Y | +140.7% | +80.8% | +59.9% | +61.8% |
| All | +773.9% | +1,005.8% | -231.8% | +126.8% |
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