+32.8%
MSFU vs KEYS
+13.9%
+18.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | 0.0% |
| 7D | -6.9% | +0.9% | -7.9% | -6.7% |
| 30D | -5.1% | -5.3% | +0.1% | -6.0% |
| 3M | +44.6% | +0.5% | +44.1% | +40.2% |
| 6M | +32.8% | +14.0% | +18.8% | +17.5% |
| All | +32.8% | +13.9% | +18.9% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling