+165.2%
MTZ vs KEYS
+87.1%
+78.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +1.1% |
| 7D | +1.4% | +3.5% | -2.1% | -0.6% |
| 30D | -14.5% | -4.5% | -10.0% | -12.1% |
| 3M | -32.9% | -0.4% | -32.5% | -32.7% |
| 6M | -20.8% | +19.1% | -40.0% | -28.1% |
| YTD | +10.6% | +66.7% | -56.1% | -18.4% |
| 1Y | +27.1% | +96.5% | -69.4% | -15.2% |
| 3Y | +166.1% | +155.2% | +11.0% | +52.3% |
| All | +165.2% | +87.1% | +78.1% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling