+193.1%
MSI vs KEEL
+280.1%
-87.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.1% | +1.0% |
| 7D | -1.8% | +2.7% | -4.5% | -1.9% |
| 30D | -0.6% | +4.6% | -5.2% | -0.9% |
| 3M | +13.0% | -34.5% | +47.5% | +13.7% |
| 6M | +0.5% | +59.3% | -58.7% | -1.7% |
| YTD | +21.7% | +46.4% | -24.7% | +19.0% |
| 1Y | -2.6% | +96.6% | -99.2% | -6.4% |
| 3Y | +69.7% | +182.0% | -112.3% | +56.9% |
| 5Y | +102.8% | -38.2% | +141.0% | +89.4% |
| All | +193.1% | +280.1% | -87.0% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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