-42.3%
MSTR vs KEYS
+55.9%
-98.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.3% | +11.4% | +7.0% |
| 7D | -1.8% | -14.8% | +13.0% | +3.2% |
| 30D | -13.3% | -25.6% | +12.3% | -5.2% |
| 3M | +46.0% | -16.2% | +62.2% | +53.7% |
| 6M | -22.4% | -18.6% | -3.8% | -18.0% |
| YTD | -6.2% | +40.7% | -46.9% | -19.2% |
| 1Y | -42.3% | +59.6% | -101.9% | -52.6% |
| All | -42.3% | +55.9% | -98.2% | -52.6% |
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