+766.7%
MTZ vs KEYS
+1,049.9%
-283.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +1.3% |
| 7D | +1.4% | +3.5% | -2.1% | -0.5% |
| 30D | -14.5% | -4.5% | -10.0% | -12.2% |
| 3M | -32.9% | -0.4% | -32.5% | -32.7% |
| 6M | -20.8% | +19.1% | -40.0% | -27.8% |
| YTD | +10.6% | +66.7% | -56.1% | -17.3% |
| 1Y | +27.1% | +96.5% | -69.4% | -13.6% |
| 3Y | +166.1% | +155.2% | +11.0% | +56.2% |
| 5Y | +170.7% | +88.0% | +82.7% | +79.6% |
| All | +766.7% | +1,049.9% | -283.2% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling