+835.7%
MTZ vs KEYS
+1,072.8%
-237.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.3% |
| 7D | -1.6% | +2.3% | -3.8% | -2.8% |
| 30D | -11.1% | -2.6% | -8.5% | -9.7% |
| 3M | -36.7% | -4.6% | -32.1% | -34.9% |
| 6M | -21.9% | +8.7% | -30.7% | -25.2% |
| YTD | +9.1% | +61.0% | -51.9% | -16.7% |
| 1Y | +30.0% | +96.0% | -66.0% | -11.3% |
| 3Y | +138.5% | +144.4% | -6.0% | +43.7% |
| 5Y | +158.3% | +80.5% | +77.8% | +76.0% |
| 10Y | +700.8% | +974.9% | -274.2% | +102.5% |
| All | +835.7% | +1,072.8% | -237.1% | +92.1% |
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 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