+70.7%
MSFU vs KEYS
+100.5%
-29.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.3% | +2.9% | -5.3% | -3.3% |
| 30D | -6.3% | -1.3% | -4.9% | -6.3% |
| 3M | +40.0% | -0.1% | +40.1% | +36.7% |
| 6M | +30.1% | +17.4% | +12.7% | +16.1% |
| YTD | -10.3% | +62.9% | -73.2% | -33.8% |
| 1Y | -19.0% | +95.7% | -114.8% | -46.7% |
| 3Y | +25.8% | +150.2% | -124.4% | -31.1% |
| All | +70.7% | +100.5% | -29.8% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling