+104.6%
MSI vs KEYS
+87.1%
+17.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.4% |
| 7D | -0.4% | +3.5% | -3.9% | -1.2% |
| 30D | -0.8% | -4.5% | +3.7% | 0.0% |
| 3M | +13.9% | -0.4% | +14.3% | +13.0% |
| 6M | +1.3% | +19.1% | -17.8% | -4.6% |
| YTD | +22.3% | +66.7% | -44.4% | +3.7% |
| 1Y | -3.9% | +96.5% | -100.3% | -23.0% |
| 3Y | +69.9% | +155.2% | -85.3% | +18.4% |
| All | +104.6% | +87.1% | +17.5% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling