+166.4%
MTZ vs KEYS
+148.6%
+17.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | +2.3% | +2.9% | -0.7% | +0.4% |
| 30D | -10.3% | -1.3% | -9.0% | -9.4% |
| 3M | -31.8% | -0.1% | -31.7% | -31.7% |
| 6M | -19.2% | +17.4% | -36.6% | -26.8% |
| YTD | +10.7% | +62.9% | -52.2% | -20.7% |
| 1Y | +37.5% | +95.7% | -58.2% | -14.0% |
| All | +166.4% | +148.6% | +17.8% | +16.4% |
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 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