-92.7%
MSTU vs KEYS
+98.0%
-190.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -4.1% |
| 7D | +21.3% | +2.3% | +19.1% | +19.7% |
| 30D | +90.8% | -2.6% | +93.4% | +92.9% |
| 3M | -6.8% | -4.6% | -2.1% | -5.5% |
| 6M | -39.8% | +8.7% | -48.6% | -45.0% |
| YTD | -55.7% | +61.0% | -116.7% | -72.7% |
| 1Y | -92.7% | +96.0% | -188.7% | -96.4% |
| All | -92.7% | +98.0% | -190.6% | -96.4% |
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