-88.4%
MSTU vs KEYS
+115.8%
-204.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -5.0% |
| 7D | -22.0% | +0.9% | -23.0% | -23.0% |
| 30D | +60.3% | -5.3% | +65.6% | +68.1% |
| 3M | -3.7% | +0.5% | -4.2% | -9.5% |
| 6M | -45.2% | +14.0% | -59.2% | -56.9% |
| YTD | -64.3% | +60.3% | -124.6% | -85.0% |
| 1Y | -94.0% | +91.3% | -185.3% | -98.2% |
| All | -88.4% | +115.8% | -204.2% | -97.6% |
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