-56.9%
MTZ vs KEYS
-19.1%
-37.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.4% |
| 7D | +5.0% | +9.4% | -4.4% | -1.9% |
| 30D | -6.0% | -16.8% | +10.8% | +6.5% |
| 3M | -36.1% | -15.9% | -20.2% | -28.1% |
| 6M | -56.9% | -17.6% | -39.3% | -52.1% |
| All | -56.9% | -19.1% | -37.8% | -52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling