+810.9%
MSTR vs KEYS
+1,095.1%
-284.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.6% |
| 7D | +9.3% | +4.4% | +4.9% | +6.2% |
| 30D | +36.5% | -2.2% | +38.7% | +37.5% |
| 3M | +7.3% | +0.5% | +6.8% | +4.4% |
| 6M | +2.2% | +22.4% | -20.1% | -13.5% |
| YTD | -10.2% | +64.1% | -74.2% | -39.8% |
| 1Y | -58.6% | +97.0% | -155.6% | -75.8% |
| 3Y | +283.2% | +152.0% | +131.2% | +91.9% |
| 5Y | +113.8% | +83.7% | +30.0% | +35.6% |
| 10Y | +690.7% | +997.9% | -307.1% | +144.1% |
| All | +810.9% | +1,095.1% | -284.2% | +181.6% |
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 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