-19.6%
MSFU vs KEYS
+98.0%
-117.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.1% |
| 7D | -5.7% | +2.3% | -8.0% | -5.6% |
| 30D | +4.2% | -2.6% | +6.8% | +4.0% |
| 3M | +27.9% | -4.6% | +32.5% | +25.9% |
| 6M | +37.1% | +8.7% | +28.4% | +31.8% |
| YTD | -7.4% | +61.0% | -68.4% | -15.6% |
| 1Y | -19.6% | +96.0% | -115.6% | -28.2% |
| All | -19.6% | +98.0% | -117.6% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling