+275.2%
MSTR vs KEYS
+144.6%
+130.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.1% |
| 7D | -11.2% | +0.9% | -12.2% | -11.8% |
| 30D | +33.8% | -5.3% | +39.0% | +37.6% |
| 3M | +11.5% | +0.5% | +10.9% | +8.0% |
| 6M | -7.2% | +14.0% | -21.2% | -18.7% |
| YTD | -15.4% | +60.3% | -75.7% | -46.1% |
| 1Y | -60.6% | +91.3% | -151.9% | -79.0% |
| All | +275.2% | +144.6% | +130.6% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling