+621.0%
MTZ vs KEYS
+967.0%
-345.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | 0.0% |
| 7D | +5.0% | +9.4% | -4.4% | -0.1% |
| 30D | -6.0% | -16.8% | +10.8% | +3.9% |
| 3M | -36.1% | -15.9% | -20.2% | -29.9% |
| 6M | -56.9% | -17.6% | -39.3% | -52.1% |
| YTD | -15.9% | +46.5% | -62.4% | -32.6% |
| 1Y | -3.8% | +66.9% | -70.7% | -28.4% |
| 3Y | +272.3% | +141.4% | +130.9% | +125.4% |
| 5Y | +91.1% | +59.5% | +31.6% | +39.1% |
| 10Y | +426.0% | +761.1% | -335.1% | +49.5% |
| All | +621.0% | +967.0% | -345.9% | +55.5% |
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